-90.6%
NIO vs ACM
+5.0%
-95.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -13.0% | -3.7% | -9.3% | -11.2% |
| 30D | -18.3% | -11.1% | -7.2% | -13.3% |
| 3M | -33.2% | -8.0% | -25.2% | -30.9% |
| 6M | -21.5% | -29.7% | +8.2% | -5.3% |
| YTD | -25.5% | -29.4% | +3.9% | -11.9% |
| 1Y | -38.0% | -46.4% | +8.4% | -11.3% |
| 3Y | -65.5% | -22.3% | -43.1% | -64.4% |
| All | -90.6% | +5.0% | -95.6% | -92.5% |
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