-33.3%
NIO vs ALC
+31.8%
-65.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +8.0% | +7.0% |
| 7D | +5.6% | +4.9% | +0.7% | +2.9% |
| 30D | -4.2% | +19.0% | -23.2% | -12.7% |
| 3M | -26.3% | +7.8% | -34.1% | -29.5% |
| 6M | -42.5% | +14.6% | -57.1% | -47.4% |
| YTD | -33.5% | -4.4% | -29.1% | -33.6% |
| 1Y | -52.7% | +1.4% | -54.0% | -54.6% |
| 3Y | -57.5% | +2.5% | -60.0% | -61.0% |
| 5Y | -92.0% | -10.9% | -81.1% | -92.2% |
| All | -33.3% | +31.8% | -65.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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