-31.6%
NIO vs ADVB
-96.8%
+65.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -23.6% | +18.6% | -5.4% |
| 7D | -14.5% | +27.8% | -42.2% | -13.8% |
| 30D | -15.0% | -50.8% | +35.8% | -15.7% |
| 3M | -35.6% | -70.5% | +35.0% | -36.7% |
| 6M | -55.7% | -46.7% | -8.9% | -55.8% |
| YTD | -43.1% | -56.7% | +13.5% | -43.6% |
| 1Y | -53.5% | -71.8% | +18.2% | -53.3% |
| All | -31.6% | -96.8% | +65.2% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling