+243.9%
APLD vs NIO
-83.2%
+327.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +1.3% |
| 7D | -6.3% | +2.8% | -9.2% | -7.2% |
| 30D | -29.6% | -8.4% | -21.2% | -26.8% |
| 3M | -42.6% | -32.0% | -10.7% | -33.4% |
| 6M | -59.6% | -43.9% | -15.6% | -49.4% |
| YTD | -32.0% | -35.7% | +3.7% | -20.3% |
| 1Y | -46.9% | -51.1% | +4.2% | -31.1% |
| 3Y | +255.7% | -54.7% | +310.3% | +306.6% |
| All | +243.9% | -83.2% | +327.1% | +383.6% |
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