-92.2%
NIO vs ABCL
-21.8%
-70.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.7% | -0.8% | +3.9% |
| 7D | +5.6% | -3.2% | +8.8% | +6.2% |
| 30D | -4.2% | -7.4% | +3.2% | -2.8% |
| 3M | -26.3% | +81.9% | -108.2% | -41.5% |
| 6M | -42.5% | +135.7% | -178.3% | -60.0% |
| YTD | -33.5% | +247.4% | -280.9% | -61.4% |
| 1Y | -52.7% | +162.3% | -214.9% | -69.6% |
| 3Y | -57.5% | +165.5% | -222.9% | -76.2% |
| All | -92.2% | -21.8% | -70.4% | -93.5% |
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 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