+373.4%
APLD vs NIO
-64.6%
+438.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.5% |
| 7D | +4.1% | -13.0% | +17.1% | +10.4% |
| 30D | -11.7% | -18.3% | +6.6% | -3.9% |
| 3M | -40.3% | -33.2% | -7.1% | -29.0% |
| 6M | -8.0% | -21.5% | +13.5% | +0.9% |
| YTD | +7.5% | -25.5% | +33.0% | +20.0% |
| 1Y | +84.0% | -38.0% | +122.0% | +113.9% |
| All | +373.4% | -64.6% | +438.0% | +466.6% |
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 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