-45.4%
APTV vs NIO
-36.8%
-8.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.6% |
| 7D | +2.0% | -6.7% | +8.6% | +3.0% |
| 30D | -7.7% | -20.0% | +12.3% | -4.7% |
| 3M | -34.0% | -30.5% | -3.5% | -30.5% |
| 6M | -37.1% | -20.7% | -16.4% | -35.5% |
| YTD | -39.9% | -25.7% | -14.2% | -38.0% |
| 1Y | -44.4% | -38.6% | -5.9% | -41.5% |
| 3Y | -54.5% | -62.3% | +7.8% | -51.4% |
| 5Y | -69.1% | -90.1% | +21.0% | -63.2% |
| All | -45.4% | -36.8% | -8.6% | -50.7% |
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