+949.8%
AMAT vs NIO
-43.2%
+993.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.6% | +10.8% | +11.3% |
| 7D | -1.1% | +6.9% | -8.0% | -2.0% |
| 30D | -26.9% | -4.7% | -22.2% | -26.4% |
| 3M | -31.2% | -28.1% | -3.1% | -27.9% |
| 6M | -14.7% | -41.7% | +27.0% | -8.0% |
| YTD | +44.7% | -33.1% | +77.8% | +51.9% |
| 1Y | +62.0% | -50.3% | +112.2% | +77.2% |
| 3Y | +165.0% | -54.4% | +219.3% | +176.0% |
| 5Y | +147.1% | -91.6% | +238.7% | +204.7% |
| All | +949.8% | -43.2% | +993.0% | +898.2% |
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