+503.8%
APP vs NIO
-91.8%
+595.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.1% | -0.9% |
| 7D | +10.6% | -4.7% | +15.2% | +12.4% |
| 30D | +44.6% | -14.3% | +58.9% | +52.1% |
| 3M | +29.6% | -32.8% | +62.4% | +46.8% |
| 6M | -19.8% | -49.8% | +30.1% | -1.0% |
| YTD | -41.6% | -40.2% | -1.4% | -33.2% |
| 1Y | -32.7% | -52.7% | +20.0% | -17.3% |
| 3Y | +799.0% | -57.9% | +856.9% | +897.5% |
| 5Y | +250.4% | -92.9% | +343.2% | +546.2% |
| All | +503.8% | -91.8% | +595.6% | +859.6% |
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