-57.0%
NCLH vs ACGL
+270.1%
-327.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.9% |
| 7D | -4.6% | -2.1% | -2.5% | -3.0% |
| 30D | -19.9% | -2.2% | -17.8% | -18.6% |
| 3M | -22.0% | +6.3% | -28.3% | -26.2% |
| 6M | -28.3% | +0.5% | -28.8% | -29.7% |
| YTD | -33.5% | +0.2% | -33.7% | -35.0% |
| 1Y | -41.5% | +7.3% | -48.7% | -46.2% |
| 3Y | -8.9% | +30.8% | -39.7% | -35.4% |
| 5Y | -40.5% | +155.8% | -196.2% | -79.2% |
| 10Y | -57.0% | +276.3% | -333.3% | -88.2% |
| All | -57.0% | +270.1% | -327.1% | -88.2% |
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