-90.6%
NIO vs ALM
+951.0%
-1,041.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.5% |
| 7D | -13.0% | -2.6% | -10.4% | -12.9% |
| 30D | -18.3% | +32.0% | -50.3% | -19.6% |
| 3M | -33.2% | -15.0% | -18.2% | -32.9% |
| 6M | -21.5% | -10.1% | -11.4% | -21.8% |
| YTD | -25.5% | +99.4% | -124.9% | -28.4% |
| 1Y | -38.0% | +316.4% | -354.4% | -42.5% |
| 3Y | -65.5% | +2,022.0% | -2,087.4% | -72.9% |
| All | -90.6% | +951.0% | -1,041.6% | -92.4% |
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