-92.4%
NIO vs ALK
-33.9%
-58.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -1.8% |
| 7D | -3.6% | +7.1% | -10.7% | -6.4% |
| 30D | -8.0% | -3.0% | -5.1% | -7.3% |
| 3M | -31.2% | -25.6% | -5.5% | -23.4% |
| 6M | -45.8% | +0.5% | -46.3% | -48.3% |
| YTD | -37.3% | -23.1% | -14.2% | -34.4% |
| 1Y | -56.1% | -7.5% | -48.6% | -58.5% |
| 3Y | -61.1% | +15.3% | -76.4% | -75.6% |
| 5Y | -92.4% | -34.8% | -57.6% | -93.0% |
| All | -92.4% | -33.9% | -58.5% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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