-90.6%
NIO vs ARMK
+144.6%
-235.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -13.0% | -2.4% | -10.6% | -11.8% |
| 30D | -18.3% | 0.0% | -18.3% | -18.8% |
| 3M | -33.2% | +6.7% | -39.9% | -36.3% |
| 6M | -21.5% | +38.8% | -60.3% | -36.1% |
| YTD | -25.5% | +55.2% | -80.7% | -43.6% |
| 1Y | -38.0% | +46.6% | -84.6% | -51.8% |
| 3Y | -65.5% | +112.9% | -178.4% | -80.8% |
| All | -90.6% | +144.6% | -235.3% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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