+74.2%
ALNY vs NIO
-51.7%
+125.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.9% | +10.3% | +5.8% |
| 7D | +5.8% | -14.5% | +20.3% | +7.4% |
| 30D | -26.5% | -15.0% | -11.5% | -25.4% |
| 3M | -27.3% | -35.6% | +8.2% | -24.3% |
| 6M | -43.4% | -55.7% | +12.3% | -39.1% |
| YTD | -58.5% | -43.1% | -15.4% | -56.7% |
| 1Y | -63.6% | -53.5% | -10.1% | -61.4% |
| 3Y | 0.0% | -59.8% | +59.9% | +3.2% |
| 5Y | -3.4% | -93.2% | +89.8% | +11.7% |
| All | +74.2% | -51.7% | +125.9% | +68.0% |
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