-92.3%
NIO vs ALC
-10.6%
-81.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | +0.1% |
| 7D | -1.8% | -6.3% | +4.5% | +2.0% |
| 30D | -6.6% | +12.6% | -19.2% | -13.5% |
| 3M | -29.9% | -3.8% | -26.0% | -28.6% |
| 6M | -46.6% | +16.8% | -63.5% | -52.8% |
| YTD | -36.5% | -7.6% | -28.9% | -35.2% |
| 1Y | -51.1% | -5.9% | -45.3% | -51.1% |
| 3Y | -55.2% | +0.6% | -55.8% | -61.9% |
| 5Y | -92.3% | -9.5% | -82.9% | -93.1% |
| All | -92.3% | -10.6% | -81.7% | -93.1% |
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