+317.2%
ADP vs NCLH
-53.1%
+370.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.1% |
| 7D | +0.3% | +1.7% | -1.4% | 0.0% |
| 30D | +11.6% | +17.9% | -6.3% | +8.9% |
| 3M | +15.1% | -4.5% | +19.6% | +15.3% |
| 6M | +46.0% | +12.9% | +33.2% | +42.3% |
| YTD | +22.4% | -19.1% | +41.5% | +23.6% |
| 1Y | +24.5% | -4.6% | +29.1% | +22.6% |
| 3Y | +44.8% | +37.0% | +7.8% | +29.7% |
| 5Y | +49.1% | -29.5% | +78.6% | +40.2% |
| All | +317.2% | -53.1% | +370.3% | +272.8% |
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