+134.9%
AS vs NIO
-40.8%
+175.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.5% | -0.5% |
| 7D | +6.9% | +5.6% | +1.3% | +5.9% |
| 30D | +16.0% | -4.2% | +20.2% | +16.7% |
| 3M | -12.8% | -26.3% | +13.5% | -8.5% |
| 6M | -15.4% | -42.5% | +27.2% | -8.1% |
| YTD | -15.7% | -33.5% | +17.8% | -11.2% |
| 1Y | +6.1% | -52.7% | +58.7% | +17.9% |
| All | +134.9% | -40.8% | +175.7% | +133.7% |
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