-45.8%
NIO vs AMP
+349.9%
-395.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | -7.3% | -2.0% | -5.2% | -6.2% |
| 30D | -22.5% | -1.7% | -20.8% | -21.9% |
| 3M | -30.9% | +23.2% | -54.1% | -38.4% |
| 6M | -37.2% | +22.2% | -59.4% | -44.0% |
| YTD | -29.8% | +14.0% | -43.8% | -35.8% |
| 1Y | -37.4% | +14.0% | -51.4% | -43.1% |
| 3Y | -64.3% | +67.0% | -131.3% | -74.6% |
| 5Y | -90.6% | +123.2% | -213.8% | -94.1% |
| All | -45.8% | +349.9% | -395.7% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling