-48.3%
NIO vs ACM
+129.7%
-178.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -2.3% |
| 7D | +6.9% | +6.9% | 0.0% | +3.0% |
| 30D | -4.7% | +19.1% | -23.8% | -13.6% |
| 3M | -28.1% | -6.9% | -21.1% | -26.0% |
| 6M | -41.7% | -12.0% | -29.7% | -38.9% |
| YTD | -33.1% | -25.1% | -8.0% | -24.4% |
| 1Y | -50.3% | -45.4% | -4.9% | -31.9% |
| 3Y | -54.4% | -6.9% | -47.4% | -56.4% |
| 5Y | -91.6% | +3.7% | -95.3% | -92.4% |
| All | -48.3% | +129.7% | -178.0% | -75.6% |
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