-92.9%
NIO vs ALM
+410.2%
-503.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.7% | -12.7% | -5.4% |
| 7D | -14.5% | +1.2% | -15.7% | -14.5% |
| 30D | -15.0% | -19.3% | +4.4% | -14.0% |
| 3M | -35.6% | -40.6% | +5.1% | -33.8% |
| 6M | -55.7% | -57.9% | +2.3% | -53.8% |
| YTD | -43.1% | -6.7% | -36.4% | -43.1% |
| 1Y | -53.5% | +20.2% | -73.7% | -54.0% |
| 3Y | -59.8% | +879.4% | -939.3% | -66.7% |
| All | -92.9% | +410.2% | -503.1% | -94.0% |
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