+95.0%
AMDL vs NIO
-34.8%
+129.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.7% |
| 7D | +4.5% | -13.0% | +17.6% | +9.7% |
| 30D | -4.4% | -18.3% | +13.9% | +2.4% |
| 3M | -30.5% | -33.2% | +2.7% | -19.5% |
| 6M | +300.9% | -21.5% | +322.4% | +328.1% |
| YTD | +219.9% | -25.5% | +245.4% | +248.5% |
| 1Y | +374.7% | -38.0% | +412.7% | +452.0% |
| All | +95.0% | -34.8% | +129.8% | +102.0% |
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