-25.3%
NCLH vs ACGL
+669.6%
-695.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | +6.3% | +1.3% | +5.0% | +5.2% |
| 30D | +18.9% | +14.2% | +4.7% | +7.0% |
| 3M | -0.2% | +11.1% | -11.3% | -8.5% |
| 6M | +8.4% | +16.4% | -8.0% | -5.1% |
| YTD | -17.1% | +13.8% | -30.9% | -26.7% |
| 1Y | -2.8% | +21.6% | -24.3% | -18.6% |
| 3Y | +40.4% | +33.5% | +6.9% | +1.5% |
| 5Y | -30.8% | +174.8% | -205.6% | -75.6% |
| 10Y | -51.3% | +330.4% | -381.6% | -86.8% |
| All | -25.3% | +669.6% | -695.0% | -84.5% |
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