-20.0%
NIO vs ADVB
-97.5%
+77.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.2% | +1.7% | +6.0% |
| 7D | +5.6% | -13.9% | +19.5% | +5.3% |
| 30D | -4.2% | -68.1% | +63.9% | -6.2% |
| 3M | -26.3% | -73.4% | +47.1% | -27.9% |
| 6M | -42.5% | -70.8% | +28.3% | -43.2% |
| YTD | -33.5% | -66.1% | +32.6% | -34.6% |
| 1Y | -52.7% | -77.5% | +24.8% | -52.9% |
| All | -20.0% | -97.5% | +77.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling