-42.4%
NIO vs ACM
+116.7%
-159.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -13.0% | -3.7% | -9.3% | -11.1% |
| 30D | -18.3% | -11.1% | -7.2% | -13.4% |
| 3M | -33.2% | -8.0% | -25.2% | -31.0% |
| 6M | -21.5% | -29.7% | +8.2% | -6.3% |
| YTD | -25.5% | -29.4% | +3.9% | -12.6% |
| 1Y | -38.0% | -46.4% | +8.4% | -14.2% |
| 3Y | -65.5% | -22.3% | -43.1% | -62.8% |
| 5Y | -90.6% | +4.5% | -95.1% | -91.5% |
| All | -42.4% | +116.7% | -159.1% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling