+220.6%
APLD vs NIO
-82.7%
+303.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.9% | +3.8% | +7.4% |
| 7D | -12.7% | +5.6% | -18.3% | -14.4% |
| 30D | -34.7% | -4.2% | -30.5% | -33.4% |
| 3M | -46.1% | -26.3% | -19.8% | -39.4% |
| 6M | -64.9% | -42.5% | -22.3% | -56.4% |
| YTD | -36.6% | -33.5% | -3.1% | -26.7% |
| 1Y | -50.0% | -52.7% | +2.7% | -34.3% |
| 3Y | +190.1% | -57.5% | +247.6% | +238.5% |
| All | +220.6% | -82.7% | +303.3% | +345.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling