-55.1%
NIO vs ALM
+901.8%
-957.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | -1.8% | -7.2% | +5.3% | -1.5% |
| 30D | -6.6% | -26.4% | +19.7% | -5.5% |
| 3M | -29.9% | -38.6% | +8.7% | -28.6% |
| 6M | -46.6% | -61.0% | +14.4% | -45.0% |
| YTD | -36.5% | -7.4% | -29.1% | -35.2% |
| 1Y | -51.1% | +14.0% | -65.1% | -50.3% |
| All | -55.1% | +901.8% | -957.0% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling