+40.3%
ADSK vs NIO
-40.3%
+80.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.7% | +2.8% |
| 7D | -10.9% | -7.3% | -3.7% | -10.1% |
| 30D | -15.9% | -22.5% | +6.6% | -13.4% |
| 3M | -4.4% | -30.9% | +26.5% | -0.4% |
| 6M | -16.6% | -37.2% | +20.6% | -12.7% |
| YTD | -28.5% | -29.8% | +1.3% | -26.5% |
| 1Y | -34.6% | -37.4% | +2.8% | -32.3% |
| 3Y | -3.5% | -64.3% | +60.9% | +1.7% |
| 5Y | -25.6% | -90.6% | +65.0% | -13.9% |
| All | +40.3% | -40.3% | +80.7% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling