+164.4%
APLD vs NIO
-62.1%
+226.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.0% | -11.7% | -13.4% |
| 7D | -27.0% | -3.6% | -23.4% | -25.7% |
| 30D | -44.1% | -8.0% | -36.0% | -42.0% |
| 3M | -52.6% | -31.2% | -21.4% | -44.5% |
| 6M | -64.5% | -45.8% | -18.7% | -54.0% |
| YTD | -42.2% | -37.3% | -5.0% | -30.7% |
| 1Y | -57.2% | -56.1% | -1.1% | -40.6% |
| All | +164.4% | -62.1% | +226.5% | +191.1% |
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 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