-10.3%
AMCR vs NIO
-90.3%
+80.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -1.8% | -6.7% | +4.8% | -1.3% |
| 30D | -6.0% | -20.0% | +14.0% | -4.4% |
| 3M | +18.9% | -30.5% | +49.4% | +22.3% |
| 6M | +5.7% | -20.7% | +26.4% | +7.0% |
| YTD | +11.1% | -25.7% | +36.8% | +12.9% |
| 1Y | +12.7% | -38.6% | +51.3% | +15.8% |
| 3Y | +9.6% | -62.3% | +71.8% | +13.2% |
| 5Y | -10.3% | -90.1% | +79.7% | -4.4% |
| All | -10.3% | -90.3% | +80.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling