+193.0%
ARM vs NCLH
+10.8%
+182.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.8% | +3.8% | +5.5% |
| 7D | -5.3% | +2.7% | -8.1% | -6.4% |
| 30D | -30.0% | +18.4% | -48.4% | -35.0% |
| 3M | -34.1% | -4.3% | -29.8% | -33.3% |
| 6M | -12.6% | +7.9% | -20.5% | -17.2% |
| YTD | +70.4% | -17.4% | +87.9% | +76.5% |
| 1Y | +22.3% | -3.4% | +25.6% | +17.5% |
| 3Y | +261.2% | +44.4% | +216.8% | +181.1% |
| All | +193.0% | +10.8% | +182.1% | +147.7% |
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 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