+20.5%
ADP vs NCLH
-8.8%
+29.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.2% | +2.3% |
| 7D | +6.4% | +15.8% | -9.4% | +5.8% |
| 30D | +16.6% | +25.1% | -8.5% | +15.6% |
| 3M | +12.9% | -7.3% | +20.2% | +13.2% |
| 6M | +45.7% | +8.1% | +37.5% | +45.6% |
| YTD | +20.6% | -16.7% | +37.3% | +23.0% |
| 1Y | +20.5% | -1.0% | +21.5% | +16.6% |
| All | +20.5% | -8.8% | +29.3% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling