-51.1%
NIO vs ALM
+14.6%
-65.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | -1.8% | -7.2% | +5.3% | -1.0% |
| 30D | -6.6% | -26.4% | +19.7% | -3.4% |
| 3M | -29.9% | -38.6% | +8.7% | -26.3% |
| 6M | -46.6% | -61.0% | +14.4% | -41.4% |
| YTD | -36.5% | -7.4% | -29.1% | -38.3% |
| 1Y | -51.1% | +14.0% | -65.1% | -55.4% |
| All | -51.1% | +14.6% | -65.7% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling