-30.2%
NCLH vs ABCL
-79.6%
+49.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +6.3% | +2.3% | +4.0% | +5.7% |
| 30D | +18.9% | -0.7% | +19.6% | +18.3% |
| 3M | -0.2% | +33.4% | -33.6% | -7.4% |
| 6M | +8.4% | +137.8% | -129.4% | -14.0% |
| YTD | -17.1% | +264.3% | -281.4% | -41.0% |
| 1Y | -2.8% | +209.2% | -212.0% | -28.6% |
| 3Y | +40.4% | +208.4% | -168.0% | -5.3% |
| 5Y | -30.8% | -11.9% | -18.9% | -43.5% |
| All | -30.2% | -79.6% | +49.4% | -40.6% |
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