+69.8%
APA vs NIO
-92.1%
+161.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +2.0% |
| 7D | -15.5% | +5.6% | -21.1% | -16.0% |
| 30D | +2.4% | -4.2% | +6.6% | +2.7% |
| 3M | +22.8% | -26.3% | +49.1% | +26.5% |
| 6M | +17.9% | -42.5% | +60.5% | +24.5% |
| YTD | +87.7% | -33.5% | +121.2% | +92.9% |
| 1Y | +94.2% | -52.7% | +146.8% | +107.7% |
| 3Y | +27.2% | -57.5% | +84.7% | +31.2% |
| All | +69.8% | -92.1% | +161.9% | +126.2% |
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 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