+19.3%
ARM vs NCLH
-8.8%
+28.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.8% | -12.1% | -7.4% |
| 7D | -18.7% | +15.8% | -34.5% | -23.0% |
| 30D | -36.7% | +25.1% | -61.8% | -41.8% |
| 3M | -31.6% | -7.3% | -24.3% | -30.3% |
| 6M | -5.6% | +8.1% | -13.8% | -10.9% |
| YTD | +75.5% | -16.7% | +92.1% | +71.9% |
| 1Y | +19.3% | -1.0% | +20.3% | +22.7% |
| All | +19.3% | -8.8% | +28.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling