-44.0%
NCLH vs ABCL
-81.9%
+37.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.8% |
| 7D | -4.6% | -2.7% | -1.9% | -4.1% |
| 30D | -19.9% | +18.3% | -38.3% | -23.1% |
| 3M | -22.0% | +108.5% | -130.5% | -35.3% |
| 6M | -28.3% | +213.9% | -242.2% | -46.2% |
| YTD | -33.5% | +223.1% | -256.6% | -51.0% |
| 1Y | -41.5% | +160.6% | -202.1% | -55.6% |
| 3Y | -8.9% | +104.3% | -113.1% | -32.5% |
| 5Y | -40.5% | -40.0% | -0.4% | -49.3% |
| All | -44.0% | -81.9% | +37.9% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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