+14.1%
ADP vs NCLH
-10.5%
+24.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.8% |
| 7D | -5.7% | -4.6% | -1.0% | -5.4% |
| 30D | -3.1% | -19.9% | +16.9% | -1.6% |
| 3M | +15.6% | -22.0% | +37.6% | +17.4% |
| 6M | +20.8% | -28.3% | +49.1% | +23.3% |
| YTD | +4.7% | -33.5% | +38.2% | +7.2% |
| 1Y | -8.3% | -41.5% | +33.2% | -5.4% |
| All | +14.1% | -10.5% | +24.6% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling