+37.9%
NCLH vs ACI
-31.0%
+68.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.1% |
| 7D | +1.7% | -0.5% | +2.1% | +1.7% |
| 30D | +17.9% | +4.9% | +13.0% | +17.8% |
| 3M | -4.5% | +11.1% | -15.6% | -4.7% |
| 6M | +12.9% | -14.9% | +27.8% | +11.9% |
| YTD | -19.1% | -19.6% | +0.5% | -20.1% |
| 1Y | -4.6% | -22.7% | +18.1% | -5.7% |
| All | +37.9% | -31.0% | +68.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling