-12.5%
NCLH vs ACI
-45.8%
+33.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | -6.5% | -7.1% | +0.5% | -6.4% |
| 30D | -22.1% | -4.5% | -17.6% | -22.0% |
| 3M | -18.7% | -22.3% | +3.6% | -18.9% |
| 6M | -28.4% | -28.4% | 0.0% | -28.9% |
| YTD | -34.7% | -29.5% | -5.2% | -35.3% |
| 1Y | -42.7% | -34.2% | -8.5% | -43.3% |
| All | -12.5% | -45.8% | +33.2% | -19.0% |
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