+49.9%
ADP vs NCLH
-29.7%
+79.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +0.9% | +1.2% | -0.3% | +0.8% |
| 30D | +11.9% | +22.6% | -10.7% | +9.3% |
| 3M | +13.7% | +0.6% | +13.1% | +13.4% |
| 6M | +46.8% | +13.5% | +33.3% | +43.9% |
| YTD | +21.8% | -15.7% | +37.5% | +22.4% |
| 1Y | +23.5% | 0.0% | +23.5% | +21.5% |
| 3Y | +44.1% | +42.8% | +1.3% | +30.2% |
| 5Y | +49.9% | -28.4% | +78.3% | +44.1% |
| All | +49.9% | -29.7% | +79.6% | +44.1% |
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