-92.2%
NIO vs ACM
-2.7%
-89.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +5.6% | +5.4% | +0.2% | +2.7% |
| 30D | -4.2% | +15.1% | -19.4% | -11.3% |
| 3M | -26.3% | -10.5% | -15.8% | -22.3% |
| 6M | -42.5% | -19.7% | -22.8% | -36.2% |
| YTD | -33.5% | -28.8% | -4.7% | -22.0% |
| 1Y | -52.7% | -47.9% | -4.8% | -30.6% |
| 3Y | -57.5% | -12.4% | -45.1% | -61.2% |
| All | -92.2% | -2.7% | -89.4% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling