+45.7%
AKAM vs NIO
-38.3%
+84.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.2% | +5.0% |
| 7D | +5.4% | -4.1% | +9.5% | +5.6% |
| 30D | -5.9% | -23.2% | +17.4% | -4.6% |
| 3M | -19.6% | -29.9% | +10.3% | -18.2% |
| 6M | +8.5% | -25.1% | +33.6% | +9.8% |
| YTD | +26.9% | -27.5% | +54.4% | +28.6% |
| 1Y | +41.7% | -41.1% | +82.8% | +44.6% |
| 3Y | +5.8% | -63.1% | +68.9% | +8.0% |
| 5Y | -2.3% | -90.4% | +88.1% | +2.5% |
| All | +45.7% | -38.3% | +84.0% | +42.1% |
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