-64.8%
NIO vs ACM
-21.7%
-43.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -13.0% | -3.7% | -9.3% | -11.8% |
| 30D | -18.3% | -11.1% | -7.2% | -14.8% |
| 3M | -33.2% | -8.0% | -25.2% | -31.5% |
| 6M | -21.5% | -29.7% | +8.2% | -10.1% |
| YTD | -25.5% | -29.4% | +3.9% | -15.9% |
| 1Y | -38.0% | -46.4% | +8.4% | -18.6% |
| All | -64.8% | -21.7% | -43.2% | -64.6% |
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 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