-28.2%
ADSK vs NIO
-90.3%
+62.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -2.3% |
| 7D | -14.5% | -4.1% | -10.4% | -14.0% |
| 30D | -19.3% | -23.2% | +3.9% | -16.1% |
| 3M | -7.8% | -29.9% | +22.1% | -3.0% |
| 6M | -20.8% | -25.1% | +4.3% | -18.4% |
| YTD | -30.2% | -27.5% | -2.7% | -28.0% |
| 1Y | -36.5% | -41.1% | +4.6% | -32.9% |
| 3Y | -5.7% | -63.1% | +57.4% | +1.8% |
| 5Y | -28.2% | -90.4% | +62.2% | -7.2% |
| All | -28.2% | -90.3% | +62.1% | -7.2% |
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