-92.9%
NIO vs ALLY
-10.0%
-82.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.4% |
| 7D | -14.5% | +0.4% | -14.8% | -14.6% |
| 30D | -15.0% | +5.2% | -20.2% | -17.4% |
| 3M | -35.6% | -13.3% | -22.2% | -30.6% |
| 6M | -55.7% | -6.7% | -49.0% | -54.5% |
| YTD | -43.1% | -12.8% | -30.3% | -40.3% |
| 1Y | -53.5% | +0.7% | -54.2% | -55.5% |
| 3Y | -59.8% | +65.2% | -125.0% | -75.0% |
| All | -92.9% | -10.0% | -82.9% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling