+85.8%
AWK vs NIO
-36.8%
+122.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +2.2% | -6.7% | +8.8% | +2.3% |
| 30D | +4.4% | -20.0% | +24.5% | +4.9% |
| 3M | +15.4% | -30.5% | +45.8% | +16.2% |
| 6M | +3.5% | -20.7% | +24.2% | +3.8% |
| YTD | +9.8% | -25.7% | +35.5% | +10.2% |
| 1Y | +3.0% | -38.6% | +41.6% | +3.7% |
| 3Y | +9.7% | -62.3% | +71.9% | +10.5% |
| 5Y | -17.2% | -90.1% | +72.9% | -15.6% |
| All | +85.8% | -36.8% | +122.6% | +82.2% |
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