-21.2%
ADSK vs NIO
-92.9%
+71.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.7% |
| 7D | -3.6% | -4.7% | +1.1% | -3.0% |
| 30D | +12.6% | -14.3% | +26.9% | +15.1% |
| 3M | +4.0% | -32.8% | +36.8% | +10.0% |
| 6M | +10.5% | -49.8% | +60.3% | +21.4% |
| YTD | -12.3% | -40.2% | +27.9% | -7.2% |
| 1Y | -14.0% | -52.7% | +38.7% | -5.8% |
| 3Y | +23.2% | -57.9% | +81.1% | +27.9% |
| 5Y | -21.2% | -92.9% | +71.6% | -1.4% |
| All | -21.2% | -92.9% | +71.6% | -1.4% |
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 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