+120.4%
AS vs NIO
-33.7%
+154.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.1% | +3.8% |
| 7D | -4.9% | -13.0% | +8.1% | -2.7% |
| 30D | -19.6% | -18.3% | -1.3% | -16.9% |
| 3M | -14.4% | -33.2% | +18.8% | -8.8% |
| 6M | -20.1% | -21.5% | +1.4% | -17.8% |
| YTD | -20.9% | -25.5% | +4.6% | -18.2% |
| 1Y | -21.9% | -38.0% | +16.2% | -17.2% |
| All | +120.4% | -33.7% | +154.1% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling