+199.6%
ARM vs NCLH
+8.0%
+191.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.1% | -4.4% |
| 7D | +9.1% | +0.2% | +8.9% | +9.1% |
| 30D | -19.9% | +20.8% | -40.7% | -26.3% |
| 3M | -31.6% | -8.1% | -23.5% | -29.7% |
| 6M | -13.9% | +11.8% | -25.7% | -19.5% |
| YTD | +74.3% | -19.5% | +93.8% | +82.5% |
| 1Y | +35.8% | -3.2% | +39.0% | +30.3% |
| 3Y | +268.6% | +37.1% | +231.5% | +193.0% |
| All | +199.6% | +8.0% | +191.6% | +156.2% |
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 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