-93.1%
NIO vs ABCL
-81.2%
-11.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | -14.5% | -3.3% | -11.2% | -13.6% |
| 30D | -15.0% | -7.1% | -7.8% | -13.8% |
| 3M | -35.6% | +4.7% | -40.3% | -37.7% |
| 6M | -55.7% | +140.9% | -196.5% | -68.4% |
| YTD | -43.1% | +236.0% | -279.1% | -65.1% |
| 1Y | -53.5% | +217.4% | -270.9% | -71.0% |
| 3Y | -59.8% | +188.7% | -248.5% | -77.1% |
| 5Y | -93.2% | -23.5% | -69.7% | -94.3% |
| All | -93.1% | -81.2% | -11.9% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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