+617.8%
ADP vs NCLH
-38.0%
+655.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.4% | -6.5% | +3.1% | -2.5% |
| 30D | +2.8% | -23.3% | +26.1% | +6.6% |
| 3M | +20.9% | -18.6% | +39.5% | +24.0% |
| 6M | +29.9% | -26.2% | +56.1% | +34.1% |
| YTD | +9.6% | -30.2% | +39.9% | +13.5% |
| 1Y | -5.3% | -39.2% | +33.9% | -0.5% |
| 3Y | +16.5% | -5.1% | +21.5% | +10.0% |
| 5Y | +49.4% | -36.8% | +86.2% | +42.3% |
| 10Y | +282.2% | -56.3% | +338.5% | +226.5% |
| All | +617.8% | -38.0% | +655.8% | +487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling