-34.4%
AUR vs NIO
-90.3%
+55.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.8% |
| 7D | +11.1% | -4.1% | +15.3% | +13.1% |
| 30D | -6.9% | -23.2% | +16.4% | +4.1% |
| 3M | +5.5% | -29.9% | +35.4% | +22.3% |
| 6M | +41.0% | -25.1% | +66.1% | +55.3% |
| YTD | +69.3% | -27.5% | +96.7% | +87.4% |
| 1Y | +14.0% | -41.1% | +55.1% | +35.1% |
| 3Y | +90.1% | -63.1% | +153.2% | +145.5% |
| 5Y | -34.4% | -90.4% | +56.0% | +32.0% |
| All | -34.4% | -90.3% | +55.8% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling