+64.2%
ADM vs NIO
-90.7%
+154.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.3% |
| 7D | +3.8% | -13.0% | +16.8% | +4.4% |
| 30D | +9.8% | -18.3% | +28.0% | +10.8% |
| 3M | +2.1% | -33.2% | +35.3% | +4.0% |
| 6M | +27.5% | -21.5% | +49.0% | +28.7% |
| YTD | +50.2% | -25.5% | +75.7% | +51.8% |
| 1Y | +40.6% | -38.0% | +78.6% | +42.9% |
| 3Y | +17.2% | -65.5% | +82.7% | +19.9% |
| All | +64.2% | -90.7% | +154.9% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling