+443.7%
APLD vs NIO
-80.6%
+524.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.4% |
| 7D | +4.1% | -13.0% | +17.1% | +9.7% |
| 30D | -11.7% | -18.3% | +6.6% | -4.8% |
| 3M | -40.3% | -33.2% | -7.1% | -30.3% |
| 6M | -8.0% | -21.5% | +13.5% | 0.0% |
| YTD | +7.5% | -25.5% | +33.0% | +18.7% |
| 1Y | +84.0% | -38.0% | +122.0% | +111.6% |
| 3Y | +356.2% | -65.5% | +421.7% | +463.1% |
| All | +443.7% | -80.6% | +524.3% | +620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling