+174.6%
ARM vs NIO
-66.6%
+241.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.9% | -1.2% | +3.3% |
| 7D | -15.2% | +5.6% | -20.8% | -16.3% |
| 30D | -40.7% | -4.2% | -36.4% | -40.0% |
| 3M | -39.1% | -26.3% | -12.8% | -34.7% |
| 6M | -26.4% | -42.5% | +16.1% | -16.8% |
| YTD | +59.7% | -33.5% | +93.3% | +72.6% |
| 1Y | +10.3% | -52.7% | +63.0% | +28.4% |
| 3Y | +228.9% | -57.5% | +286.3% | +267.9% |
| All | +174.6% | -66.6% | +241.2% | +228.0% |
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