+45.8%
ADP vs NCLH
-38.4%
+84.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -1.2% | -20.1% | +18.8% | +1.1% |
| 3M | +17.9% | -17.0% | +34.9% | +19.9% |
| 6M | +20.3% | -23.2% | +43.6% | +22.9% |
| YTD | +5.8% | -31.0% | +36.9% | +8.9% |
| 1Y | -7.7% | -37.3% | +29.5% | -4.3% |
| 3Y | +14.7% | -5.6% | +20.3% | +9.3% |
| 5Y | +45.8% | -37.0% | +82.8% | +38.2% |
| All | +45.8% | -38.4% | +84.2% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling