+174.6%
ARM vs NCLH
+7.8%
+166.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.4% |
| 7D | -15.2% | +2.0% | -17.2% | -16.0% |
| 30D | -40.7% | +19.1% | -59.7% | -45.1% |
| 3M | -39.1% | -7.5% | -31.6% | -37.6% |
| 6M | -26.4% | +1.0% | -27.4% | -28.3% |
| YTD | +59.7% | -19.7% | +79.5% | +67.2% |
| 1Y | +10.3% | -1.8% | +12.1% | +5.0% |
| 3Y | +228.9% | +36.7% | +192.2% | +161.8% |
| All | +174.6% | +7.8% | +166.8% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling