+1,019.3%
AMAT vs NIO
-46.0%
+1,065.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.2% |
| 7D | +7.0% | -1.8% | +8.8% | +7.3% |
| 30D | -20.6% | -6.6% | -14.0% | -19.8% |
| 3M | -24.8% | -29.9% | +5.1% | -20.8% |
| 6M | -10.7% | -46.6% | +35.9% | -2.5% |
| YTD | +54.3% | -36.5% | +90.8% | +63.2% |
| 1Y | +73.7% | -51.1% | +124.9% | +90.5% |
| 3Y | +168.4% | -55.2% | +223.7% | +180.4% |
| 5Y | +167.6% | -92.3% | +259.9% | +233.8% |
| All | +1,019.3% | -46.0% | +1,065.3% | +972.1% |
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