+231.8%
AXP vs NIO
-43.5%
+275.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.2% | -1.7% |
| 7D | +0.6% | +5.6% | -5.0% | +0.1% |
| 30D | +5.8% | -4.2% | +10.1% | +6.1% |
| 3M | -6.0% | -26.3% | +20.3% | -3.8% |
| 6M | +0.3% | -42.5% | +42.8% | +4.5% |
| YTD | -12.3% | -33.5% | +21.3% | -10.1% |
| 1Y | -11.2% | -52.7% | +41.4% | -6.6% |
| 3Y | +117.0% | -57.5% | +174.5% | +122.3% |
| 5Y | +93.2% | -92.0% | +185.2% | +115.3% |
| All | +231.8% | -43.5% | +275.3% | +196.6% |
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