+185.4%
ARM vs NIO
-67.7%
+253.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.7% |
| 7D | -10.4% | +2.8% | -13.2% | -10.9% |
| 30D | -31.8% | -8.4% | -23.5% | -30.3% |
| 3M | -32.2% | -32.0% | -0.3% | -26.0% |
| 6M | -14.9% | -43.9% | +29.0% | -3.2% |
| YTD | +66.0% | -35.7% | +101.7% | +80.8% |
| 1Y | +17.2% | -51.1% | +68.3% | +35.5% |
| 3Y | +247.2% | -54.7% | +301.9% | +277.4% |
| All | +185.4% | -67.7% | +253.1% | +243.7% |
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