-64.8%
NIO vs ABCL
+104.5%
-169.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | -13.0% | +0.7% | -13.7% | -13.2% |
| 30D | -18.3% | +93.1% | -111.4% | -30.3% |
| 3M | -33.2% | +79.4% | -112.7% | -43.0% |
| 6M | -21.5% | +214.9% | -236.4% | -42.7% |
| YTD | -25.5% | +234.2% | -259.7% | -47.6% |
| 1Y | -38.0% | +174.8% | -212.8% | -54.6% |
| All | -64.8% | +104.5% | -169.3% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling