-50.9%
NIO vs ACM
+129.8%
-180.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -1.8% | +3.0% | -4.8% | -3.5% |
| 30D | -6.6% | +19.7% | -26.3% | -15.6% |
| 3M | -29.9% | +5.3% | -35.2% | -32.6% |
| 6M | -46.6% | -10.8% | -35.8% | -44.5% |
| YTD | -36.5% | -25.1% | -11.4% | -28.2% |
| 1Y | -51.1% | -45.8% | -5.3% | -32.7% |
| 3Y | -55.2% | -9.4% | -45.9% | -56.5% |
| 5Y | -92.3% | +4.8% | -97.1% | -93.1% |
| All | -50.9% | +129.8% | -180.7% | -76.9% |
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