-48.3%
NIO vs ALLY
+84.8%
-133.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.1% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | -4.7% | +3.4% | -8.2% | -6.4% |
| 3M | -28.1% | -11.1% | -17.0% | -24.2% |
| 6M | -41.7% | -11.5% | -30.2% | -38.9% |
| YTD | -33.1% | -12.3% | -20.8% | -30.4% |
| 1Y | -50.3% | +1.1% | -51.4% | -52.0% |
| 3Y | -54.4% | +64.8% | -119.2% | -67.6% |
| 5Y | -91.6% | -6.9% | -84.7% | -92.1% |
| All | -48.3% | +84.8% | -133.1% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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