+311.3%
ARM vs NCLH
-7.5%
+318.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.2% |
| 7D | +11.4% | -0.3% | +11.6% | +11.5% |
| 30D | -7.4% | -20.1% | +12.6% | +1.4% |
| 3M | -24.5% | -17.0% | -7.5% | -19.5% |
| 6M | +128.7% | -23.2% | +151.9% | +150.2% |
| YTD | +139.3% | -31.0% | +170.3% | +168.3% |
| 1Y | +88.0% | -37.3% | +125.2% | +116.7% |
| All | +311.3% | -7.5% | +318.7% | +276.6% |
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