+804.5%
AMAT vs NIO
-46.7%
+851.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.5% | -13.1% |
| 7D | -24.3% | -3.6% | -20.7% | -23.8% |
| 30D | -39.8% | -8.0% | -31.7% | -39.0% |
| 3M | -40.2% | -31.2% | -9.0% | -36.9% |
| 6M | -22.1% | -45.8% | +23.7% | -15.1% |
| YTD | +24.7% | -37.3% | +61.9% | +32.1% |
| 1Y | +33.3% | -56.1% | +89.4% | +48.5% |
| 3Y | +133.9% | -61.1% | +195.0% | +149.4% |
| 5Y | +117.1% | -92.4% | +209.5% | +171.3% |
| All | +804.5% | -46.7% | +851.1% | +768.1% |
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