-90.9%
NIO vs ABCL
-81.3%
-9.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.2% |
| 7D | -13.0% | +0.7% | -13.7% | -13.2% |
| 30D | -18.3% | +93.1% | -111.4% | -34.5% |
| 3M | -33.2% | +79.4% | -112.7% | -46.5% |
| 6M | -21.5% | +214.9% | -236.4% | -48.7% |
| YTD | -25.5% | +234.2% | -259.7% | -53.6% |
| 1Y | -38.0% | +174.8% | -212.8% | -59.6% |
| 3Y | -65.5% | +104.5% | -169.9% | -77.3% |
| 5Y | -90.6% | -39.0% | -51.6% | -91.7% |
| All | -90.9% | -81.3% | -9.7% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling