-90.6%
NIO vs ALC
-16.0%
-74.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.2% |
| 7D | -13.0% | -2.1% | -10.9% | -11.9% |
| 30D | -18.3% | -0.1% | -18.2% | -18.4% |
| 3M | -33.2% | +5.9% | -39.1% | -36.3% |
| 6M | -21.5% | -15.9% | -5.6% | -13.7% |
| YTD | -25.5% | -10.1% | -15.4% | -22.4% |
| 1Y | -38.0% | -10.2% | -27.8% | -35.9% |
| 3Y | -65.5% | -13.6% | -51.9% | -65.4% |
| All | -90.6% | -16.0% | -74.7% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling