+6.7%
ALB vs NIO
-45.3%
+52.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -3.6% |
| 7D | +5.3% | +2.8% | +2.4% | +4.7% |
| 30D | -6.3% | -8.4% | +2.1% | -4.9% |
| 3M | -27.4% | -32.0% | +4.5% | -22.6% |
| 6M | -53.1% | -43.9% | -9.1% | -48.4% |
| YTD | -32.3% | -35.7% | +3.4% | -27.9% |
| 1Y | -7.3% | -51.1% | +43.8% | +3.1% |
| 3Y | -14.9% | -54.7% | +39.8% | -9.0% |
| 5Y | -62.0% | -91.7% | +29.7% | -52.4% |
| All | +6.7% | -45.3% | +52.1% | +7.3% |
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