+369.5%
ALAB vs NCLH
-23.7%
+393.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.6% |
| 7D | -6.2% | -4.8% | -1.4% | -4.1% |
| 30D | -8.7% | -21.7% | +13.0% | +1.8% |
| 3M | -20.7% | -22.2% | +1.5% | -13.3% |
| 6M | +133.5% | -27.5% | +161.0% | +161.6% |
| YTD | +75.1% | -33.6% | +108.7% | +98.7% |
| 1Y | +25.0% | -45.0% | +70.0% | +56.1% |
| All | +369.5% | -23.7% | +393.2% | +361.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling