-23.8%
AKAM vs NIO
-92.0%
+68.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +4.6% |
| 7D | -3.3% | +2.8% | -6.1% | -3.5% |
| 30D | -21.7% | -8.4% | -13.3% | -21.1% |
| 3M | -28.8% | -32.0% | +3.1% | -26.5% |
| 6M | -43.3% | -43.9% | +0.6% | -40.6% |
| YTD | -4.1% | -35.7% | +31.6% | -1.0% |
| 1Y | -3.9% | -51.1% | +47.2% | +1.2% |
| 3Y | -24.4% | -54.7% | +30.3% | -22.9% |
| 5Y | -23.8% | -91.7% | +68.0% | -14.9% |
| All | -23.8% | -92.0% | +68.2% | -14.9% |
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 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