+1,064.6%
ANET vs NIO
-36.8%
+1,101.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.0% | -6.7% | +9.7% | +3.6% |
| 30D | +3.3% | -20.0% | +23.4% | +5.3% |
| 3M | +24.7% | -30.5% | +55.1% | +28.6% |
| 6M | +46.7% | -20.7% | +67.4% | +49.1% |
| YTD | +48.8% | -25.7% | +74.5% | +51.9% |
| 1Y | +39.2% | -38.6% | +77.8% | +44.0% |
| 3Y | +296.9% | -62.3% | +359.2% | +312.0% |
| 5Y | +767.5% | -90.1% | +857.6% | +852.1% |
| All | +1,064.6% | -36.8% | +1,101.4% | +1,015.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling