-48.3%
NIO vs ALM
+579.4%
-627.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | +0.3% |
| 7D | +6.9% | +0.7% | +6.2% | +6.9% |
| 30D | -4.7% | -26.1% | +21.3% | -3.8% |
| 3M | -28.1% | -38.1% | +10.1% | -27.0% |
| 6M | -41.7% | -55.4% | +13.7% | -40.5% |
| YTD | -33.1% | -0.4% | -32.7% | -33.0% |
| 1Y | -50.3% | +25.4% | -75.6% | -50.5% |
| 3Y | -54.4% | +907.8% | -962.1% | -57.5% |
| 5Y | -91.6% | +440.2% | -531.8% | -92.2% |
| All | -48.3% | +579.4% | -627.8% | -49.1% |
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