-41.5%
NCLH vs ABCL
+164.4%
-205.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -3.1% |
| 7D | -4.6% | -2.7% | -1.9% | -4.3% |
| 30D | -19.9% | +18.3% | -38.3% | -22.0% |
| 3M | -22.0% | +108.5% | -130.5% | -32.2% |
| 6M | -28.3% | +213.9% | -242.2% | -43.6% |
| YTD | -33.5% | +223.1% | -256.6% | -48.8% |
| 1Y | -41.5% | +160.6% | -202.1% | -52.4% |
| All | -41.5% | +164.4% | -205.8% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling