-5.6%
NCLH vs ABCL
+105.4%
-111.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | -20.1% | +65.1% | -85.1% | -28.2% |
| 3M | -17.0% | +111.1% | -128.1% | -30.2% |
| 6M | -23.2% | +231.6% | -254.8% | -42.0% |
| YTD | -31.0% | +234.5% | -265.6% | -48.7% |
| 1Y | -37.3% | +174.3% | -211.6% | -52.1% |
| 3Y | -5.6% | +111.5% | -117.0% | -30.9% |
| All | -5.6% | +105.4% | -111.0% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling