-57.5%
NIO vs ACM
-12.3%
-45.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +5.6% | +5.4% | +0.2% | +3.9% |
| 30D | -4.2% | +15.1% | -19.4% | -8.4% |
| 3M | -26.3% | -10.5% | -15.8% | -23.8% |
| 6M | -42.5% | -19.7% | -22.8% | -38.4% |
| YTD | -33.5% | -28.8% | -4.7% | -26.2% |
| 1Y | -52.7% | -47.9% | -4.8% | -38.7% |
| 3Y | -57.5% | -12.4% | -45.1% | -60.9% |
| All | -57.5% | -12.3% | -45.2% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling