-19.6%
NIO vs ADVB
-97.4%
+77.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.6% |
| 7D | +6.9% | -1.2% | +8.1% | +6.9% |
| 30D | -4.7% | -61.4% | +56.6% | -6.4% |
| 3M | -28.1% | -67.8% | +39.8% | -29.4% |
| 6M | -41.7% | -66.9% | +25.2% | -42.3% |
| YTD | -33.1% | -64.9% | +31.8% | -34.2% |
| 1Y | -50.3% | -74.8% | +24.5% | -50.6% |
| All | -19.6% | -97.4% | +77.9% | +12.5% |
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