+651.5%
ADI vs NCLH
-56.9%
+708.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.1% | +4.5% |
| 7D | +4.6% | -4.8% | +9.4% | +5.6% |
| 30D | -1.2% | -21.7% | +20.5% | +3.9% |
| 3M | -7.8% | -22.2% | +14.4% | -3.5% |
| 6M | +19.3% | -27.5% | +46.9% | +26.0% |
| YTD | +40.9% | -33.6% | +74.5% | +50.2% |
| 1Y | +54.5% | -45.0% | +99.5% | +70.6% |
| 3Y | +123.4% | -11.0% | +134.5% | +114.7% |
| 5Y | +142.3% | -39.7% | +182.0% | +136.9% |
| All | +651.5% | -56.9% | +708.4% | +642.4% |
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 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