+75.4%
ADSK vs NIO
-51.7%
+127.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +2.5% |
| 7D | +1.0% | -14.5% | +15.5% | +2.8% |
| 30D | +14.4% | -15.0% | +29.4% | +16.4% |
| 3M | +2.5% | -35.6% | +38.1% | +7.6% |
| 6M | +14.5% | -55.7% | +70.1% | +25.1% |
| YTD | -10.7% | -43.1% | +32.5% | -6.0% |
| 1Y | -11.0% | -53.5% | +42.5% | -4.2% |
| 3Y | +25.9% | -59.8% | +85.7% | +30.5% |
| 5Y | -19.7% | -93.2% | +73.5% | -3.7% |
| All | +75.4% | -51.7% | +127.0% | +67.4% |
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