-56.3%
NCLH vs ACGL
+322.9%
-379.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +1.7% | -1.2% | +2.9% | +2.6% |
| 30D | +17.9% | +12.8% | +5.1% | +6.8% |
| 3M | -4.5% | +12.3% | -16.8% | -13.4% |
| 6M | +12.9% | +15.8% | -3.0% | -1.2% |
| YTD | -19.1% | +13.9% | -33.0% | -28.9% |
| 1Y | -4.6% | +19.0% | -23.7% | -19.1% |
| 3Y | +37.0% | +33.7% | +3.4% | -2.4% |
| 5Y | -29.5% | +173.4% | -202.9% | -76.4% |
| All | -56.3% | +322.9% | -379.2% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling