-56.1%
NIO vs ACM
+130.7%
-186.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | -14.5% | +5.6% | -20.1% | -17.1% |
| 30D | -15.0% | +20.8% | -35.8% | -23.5% |
| 3M | -35.6% | +11.4% | -47.0% | -39.8% |
| 6M | -55.7% | +0.9% | -56.6% | -56.8% |
| YTD | -43.1% | -24.8% | -18.3% | -35.8% |
| 1Y | -53.5% | -46.4% | -7.1% | -35.5% |
| 3Y | -59.8% | -9.2% | -50.6% | -61.0% |
| 5Y | -93.2% | +5.0% | -98.2% | -93.9% |
| All | -56.1% | +130.7% | -186.7% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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