+97.5%
AWK vs NIO
-43.2%
+140.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +1.2% | +6.9% | -5.7% | +1.1% |
| 30D | +15.8% | -4.7% | +20.5% | +15.9% |
| 3M | +11.0% | -28.1% | +39.1% | +11.7% |
| 6M | +21.0% | -41.7% | +62.7% | +22.3% |
| YTD | +16.7% | -33.1% | +49.9% | +17.4% |
| 1Y | +17.2% | -50.3% | +67.5% | +18.7% |
| 3Y | +29.2% | -54.4% | +83.5% | +29.6% |
| 5Y | -2.3% | -91.6% | +89.3% | -0.2% |
| All | +97.5% | -43.2% | +140.7% | +94.1% |
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