+4.3%
AVAV vs NIO
-43.5%
+47.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +5.9% | +4.5% | +9.8% |
| 7D | -10.6% | +5.6% | -16.2% | -11.1% |
| 30D | -18.8% | -4.2% | -14.6% | -18.4% |
| 3M | -34.1% | -26.3% | -7.8% | -32.0% |
| 6M | -35.3% | -42.5% | +7.2% | -31.8% |
| YTD | -53.4% | -33.5% | -19.9% | -51.8% |
| 1Y | -65.6% | -52.7% | -13.0% | -63.2% |
| 3Y | -5.1% | -57.5% | +52.4% | -1.4% |
| 5Y | +18.5% | -92.0% | +110.5% | +36.8% |
| All | +4.3% | -43.5% | +47.8% | -1.2% |
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