+142.7%
AMAT vs NIO
-59.9%
+202.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +3.4% |
| 7D | -14.7% | +5.6% | -20.3% | -15.3% |
| 30D | -36.1% | -4.2% | -31.9% | -35.7% |
| 3M | -36.9% | -26.3% | -10.6% | -34.4% |
| 6M | -22.2% | -42.5% | +20.3% | -16.8% |
| YTD | +29.9% | -33.5% | +63.5% | +35.6% |
| 1Y | +43.3% | -52.7% | +95.9% | +55.1% |
| 3Y | +142.7% | -57.5% | +200.1% | +158.2% |
| All | +142.7% | -59.9% | +202.5% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling