-64.8%
NIO vs ALC
-13.3%
-51.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.8% |
| 7D | -13.0% | -2.1% | -10.9% | -12.5% |
| 30D | -18.3% | -0.1% | -18.2% | -18.3% |
| 3M | -33.2% | +5.9% | -39.1% | -34.8% |
| 6M | -21.5% | -15.9% | -5.6% | -16.3% |
| YTD | -25.5% | -10.1% | -15.4% | -23.1% |
| 1Y | -38.0% | -10.2% | -27.8% | -36.3% |
| All | -64.8% | -13.3% | -51.5% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling