+32.2%
AWK vs NIO
-60.1%
+92.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | +1.4% |
| 7D | +0.1% | -14.5% | +14.6% | +0.1% |
| 30D | +14.3% | -15.0% | +29.2% | +14.3% |
| 3M | +10.3% | -35.6% | +45.8% | +10.4% |
| 6M | +18.9% | -55.7% | +74.6% | +19.5% |
| YTD | +17.7% | -43.1% | +60.9% | +17.7% |
| 1Y | +16.9% | -53.5% | +70.4% | +17.3% |
| 3Y | +32.2% | -59.8% | +92.0% | +32.9% |
| All | +32.2% | -60.1% | +92.3% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling