+706.5%
ADP vs NCLH
-28.4%
+734.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | +2.2% | +0.2% | +1.9% | +2.1% |
| 30D | +10.6% | +20.8% | -10.2% | +7.4% |
| 3M | +12.9% | -8.1% | +21.1% | +13.8% |
| 6M | +50.6% | +11.8% | +38.8% | +46.9% |
| YTD | +23.2% | -19.5% | +42.7% | +24.5% |
| 1Y | +25.3% | -3.2% | +28.5% | +23.0% |
| 3Y | +47.1% | +37.1% | +10.0% | +31.3% |
| 5Y | +50.1% | -29.9% | +80.0% | +40.9% |
| 10Y | +323.6% | -53.3% | +376.9% | +259.9% |
| All | +706.5% | -28.4% | +734.9% | +544.2% |
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 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