-41.5%
ACHR vs NCLH
-39.6%
-1.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +4.9% | -0.3% | +5.1% | +5.0% |
| 30D | +4.3% | -20.1% | +24.3% | +14.4% |
| 3M | +1.7% | -17.0% | +18.8% | +8.3% |
| 6M | -6.9% | -23.2% | +16.4% | +1.8% |
| YTD | -22.5% | -31.0% | +8.6% | -13.2% |
| 1Y | -31.5% | -37.3% | +5.8% | -20.8% |
| 3Y | -14.4% | -5.6% | -8.8% | -22.7% |
| 5Y | -41.6% | -37.0% | -4.7% | -45.2% |
| All | -41.5% | -39.6% | -1.9% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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