+391.7%
APP vs NIO
-89.7%
+481.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | +0.9% | -13.0% | +13.9% | +5.3% |
| 30D | -23.3% | -18.3% | -5.0% | -18.2% |
| 3M | -42.6% | -33.2% | -9.4% | -34.9% |
| 6M | -33.6% | -21.5% | -12.1% | -30.1% |
| YTD | -52.4% | -25.5% | -26.9% | -49.3% |
| 1Y | -35.9% | -38.0% | +2.1% | -28.5% |
| 3Y | +642.2% | -65.5% | +707.7% | +800.8% |
| 5Y | +311.1% | -90.6% | +401.7% | +590.3% |
| All | +391.7% | -89.7% | +481.4% | +629.1% |
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 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