+528.8%
APP vs NIO
-90.8%
+619.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.6% |
| 7D | +79.2% | +6.9% | +72.3% | +75.3% |
| 30D | +48.0% | -4.7% | +52.7% | +50.4% |
| 3M | +18.2% | -28.1% | +46.3% | +31.0% |
| 6M | -12.5% | -41.7% | +29.2% | +3.0% |
| YTD | -39.2% | -33.1% | -6.0% | -32.9% |
| 1Y | -33.9% | -50.3% | +16.4% | -20.0% |
| 3Y | +933.3% | -54.4% | +987.6% | +1,018.9% |
| 5Y | +295.9% | -91.6% | +387.5% | +595.6% |
| All | +528.8% | -90.8% | +619.6% | +864.4% |
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