-92.3%
NIO vs ABCL
-80.4%
-11.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.1% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | -6.6% | -5.4% | -1.2% | -5.9% |
| 3M | -29.9% | +22.4% | -52.3% | -35.4% |
| 6M | -46.6% | +127.6% | -174.2% | -61.4% |
| YTD | -36.5% | +249.4% | -285.9% | -61.5% |
| 1Y | -51.1% | +198.0% | -249.1% | -68.8% |
| 3Y | -55.2% | +195.8% | -251.0% | -74.7% |
| 5Y | -92.3% | -20.6% | -71.7% | -93.7% |
| All | -92.3% | -80.4% | -11.9% | -92.5% |
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