-40.5%
NCLH vs A
-16.2%
-24.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.6% |
| 7D | -4.6% | -4.4% | -0.2% | -1.9% |
| 30D | -19.9% | -2.7% | -17.3% | -18.8% |
| 3M | -22.0% | +7.0% | -29.0% | -25.8% |
| 6M | -28.3% | +24.6% | -52.9% | -38.9% |
| YTD | -33.5% | +7.0% | -40.5% | -37.3% |
| 1Y | -41.5% | +15.6% | -57.0% | -48.3% |
| 3Y | -8.9% | +29.9% | -38.8% | -29.0% |
| 5Y | -40.5% | -15.4% | -25.1% | -46.0% |
| All | -40.5% | -16.2% | -24.2% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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