-36.7%
AUR vs NIO
-90.3%
+53.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -1.3% |
| 7D | +0.2% | -7.3% | +7.4% | +3.2% |
| 30D | -8.9% | -22.5% | +13.6% | +1.0% |
| 3M | +4.6% | -30.9% | +35.5% | +21.2% |
| 6M | +44.9% | -37.2% | +82.0% | +72.4% |
| YTD | +64.8% | -29.8% | +94.6% | +84.3% |
| 1Y | +16.4% | -37.4% | +53.8% | +33.6% |
| 3Y | +85.1% | -64.3% | +149.4% | +139.4% |
| 5Y | -36.1% | -90.6% | +54.4% | +16.0% |
| All | -36.7% | -90.3% | +53.6% | +14.7% |
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