+500.0%
APP vs NIO
-90.8%
+590.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.9% | +3.9% | +8.0% |
| 7D | +71.2% | +5.6% | +65.6% | +68.1% |
| 30D | +39.1% | -4.2% | +43.3% | +41.0% |
| 3M | +16.5% | -26.3% | +42.9% | +28.2% |
| 6M | -16.6% | -42.5% | +26.0% | -1.4% |
| YTD | -41.9% | -33.5% | -8.4% | -35.9% |
| 1Y | -37.0% | -52.7% | +15.6% | -22.6% |
| 3Y | +892.4% | -57.5% | +949.9% | +1,004.4% |
| 5Y | +297.3% | -92.0% | +389.3% | +604.1% |
| All | +500.0% | -90.8% | +590.9% | +821.9% |
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