-42.4%
NIO vs ARWR
+334.7%
-377.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -13.0% | +1.7% | -14.7% | -13.4% |
| 30D | -18.3% | -0.7% | -17.6% | -18.2% |
| 3M | -33.2% | +14.9% | -48.1% | -36.0% |
| 6M | -21.5% | +32.6% | -54.1% | -28.1% |
| YTD | -25.5% | +30.0% | -55.5% | -31.8% |
| 1Y | -38.0% | +208.4% | -246.4% | -55.6% |
| 3Y | -65.5% | +208.8% | -274.3% | -78.0% |
| 5Y | -90.6% | +27.8% | -118.4% | -92.8% |
| All | -42.4% | +334.7% | -377.2% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 all: compounded portfolio wealth divided by compounded ARWR 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…
all analysis · Full analysis span regression · 6 months rolling