-92.2%
NIO vs ALM
+396.4%
-488.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +5.8% |
| 7D | +5.6% | -6.7% | +12.3% | +6.0% |
| 30D | -4.2% | -32.9% | +28.7% | -2.1% |
| 3M | -26.3% | -39.5% | +13.2% | -24.4% |
| 6M | -42.5% | -62.0% | +19.4% | -39.9% |
| YTD | -33.5% | -7.8% | -25.7% | -33.4% |
| 1Y | -52.7% | +26.7% | -79.3% | -53.3% |
| 3Y | -57.5% | +825.4% | -882.8% | -64.5% |
| All | -92.2% | +396.4% | -488.6% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling