-36.2%
NCLH vs ABCL
-40.0%
+3.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -23.3% | +93.1% | -116.4% | -36.1% |
| 3M | -18.6% | +79.4% | -98.0% | -32.1% |
| 6M | -26.2% | +214.9% | -241.1% | -47.5% |
| YTD | -30.2% | +234.2% | -264.5% | -51.9% |
| 1Y | -39.2% | +174.8% | -213.9% | -56.8% |
| 3Y | -5.1% | +104.5% | -109.5% | -33.0% |
| All | -36.2% | -40.0% | +3.7% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling