+93.1%
ACN vs NCLH
-56.9%
+150.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.1% |
| 7D | -1.5% | -4.8% | +3.3% | -0.7% |
| 30D | +2.1% | -21.7% | +23.8% | +6.0% |
| 3M | +11.1% | -22.2% | +33.3% | +15.2% |
| 6M | -6.8% | -27.5% | +20.7% | -3.0% |
| YTD | -30.0% | -33.6% | +3.6% | -26.5% |
| 1Y | -23.1% | -45.0% | +21.9% | -17.1% |
| 3Y | -40.4% | -11.0% | -29.4% | -42.5% |
| 5Y | -41.6% | -39.7% | -1.8% | -43.2% |
| All | +93.1% | -56.9% | +150.0% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling