+275.2%
ADP vs NCLH
-57.7%
+332.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | -5.7% | -6.5% | +0.8% | -4.8% |
| 30D | -1.4% | -22.1% | +20.7% | +1.9% |
| 3M | +16.6% | -18.7% | +35.2% | +19.4% |
| 6M | +24.9% | -28.4% | +53.3% | +29.4% |
| YTD | +5.6% | -34.7% | +40.3% | +10.1% |
| 1Y | -6.0% | -42.7% | +36.7% | -0.6% |
| 3Y | +14.5% | -10.6% | +25.1% | +9.2% |
| 5Y | +47.9% | -40.7% | +88.6% | +42.4% |
| All | +275.2% | -57.7% | +332.9% | +230.5% |
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