+235.9%
AXP vs NIO
-46.7%
+282.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -2.0% |
| 7D | +0.4% | -3.6% | +4.0% | +0.7% |
| 30D | +7.0% | -8.0% | +15.1% | +7.7% |
| 3M | -6.6% | -31.2% | +24.6% | -3.9% |
| 6M | +3.5% | -45.8% | +49.2% | +8.3% |
| YTD | -11.2% | -37.3% | +26.1% | -8.5% |
| 1Y | -10.2% | -56.1% | +45.9% | -4.9% |
| 3Y | +120.0% | -61.1% | +181.2% | +127.1% |
| 5Y | +95.6% | -92.4% | +188.0% | +119.0% |
| All | +235.9% | -46.7% | +282.5% | +201.7% |
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