-90.6%
NIO vs ALLY
+1.6%
-92.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -13.0% | +3.7% | -16.7% | -14.8% |
| 30D | -18.3% | -2.3% | -16.0% | -17.4% |
| 3M | -33.2% | +3.8% | -37.0% | -35.0% |
| 6M | -21.5% | +9.7% | -31.2% | -27.0% |
| YTD | -25.5% | -1.4% | -24.1% | -26.7% |
| 1Y | -38.0% | +8.2% | -46.2% | -42.8% |
| 3Y | -65.5% | +66.5% | -131.9% | -78.0% |
| All | -90.6% | +1.6% | -92.2% | -91.5% |
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