-1.0%
NCLH vs ACGL
+28.7%
-29.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.9% |
| 7D | +15.8% | +8.0% | +7.8% | +13.4% |
| 30D | +25.1% | +17.3% | +7.8% | +20.0% |
| 3M | -7.3% | +11.2% | -18.5% | -9.9% |
| 6M | +8.1% | +18.2% | -10.0% | +4.7% |
| YTD | -16.7% | +15.4% | -32.1% | -19.5% |
| 1Y | -1.0% | +26.5% | -27.5% | -15.1% |
| All | -1.0% | +28.7% | -29.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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