-37.2%
NCLH vs ACGL
+591.8%
-629.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.2% |
| 7D | -6.5% | -0.7% | -5.7% | -6.0% |
| 30D | -23.3% | -1.0% | -22.3% | -22.8% |
| 3M | -18.6% | +11.0% | -29.7% | -25.5% |
| 6M | -26.2% | -0.3% | -25.9% | -27.1% |
| YTD | -30.2% | +2.3% | -32.5% | -32.8% |
| 1Y | -39.2% | +6.4% | -45.5% | -43.5% |
| 3Y | -5.1% | +34.0% | -39.0% | -32.9% |
| 5Y | -36.8% | +161.6% | -198.4% | -77.0% |
| 10Y | -56.3% | +278.6% | -334.9% | -86.9% |
| All | -37.2% | +591.8% | -629.0% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling