-92.4%
NIO vs ABCL
-30.0%
-62.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.4% | +6.3% | -0.3% |
| 7D | -3.6% | -14.9% | +11.3% | +0.7% |
| 30D | -8.0% | -15.4% | +7.3% | -4.2% |
| 3M | -31.2% | +88.0% | -119.2% | -46.2% |
| 6M | -45.8% | +138.8% | -184.6% | -62.7% |
| YTD | -37.3% | +225.4% | -262.7% | -62.9% |
| 1Y | -56.1% | +137.3% | -193.4% | -70.9% |
| 3Y | -61.1% | +136.8% | -197.9% | -77.3% |
| 5Y | -92.4% | -26.2% | -66.2% | -93.6% |
| All | -92.4% | -30.0% | -62.4% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling