-50.9%
NIO vs ALM
+531.8%
-582.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | -1.8% | -7.2% | +5.3% | -1.6% |
| 30D | -6.6% | -26.4% | +19.7% | -5.7% |
| 3M | -29.9% | -38.6% | +8.7% | -28.8% |
| 6M | -46.6% | -61.0% | +14.4% | -45.3% |
| YTD | -36.5% | -7.4% | -29.1% | -36.2% |
| 1Y | -51.1% | +14.0% | -65.1% | -51.2% |
| 3Y | -55.2% | +844.4% | -899.7% | -58.2% |
| 5Y | -92.3% | +410.8% | -503.1% | -92.8% |
| All | -50.9% | +531.8% | -582.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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