-29.5%
NCLH vs ACI
-41.9%
+12.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | +1.7% | -0.5% | +2.1% | +1.7% |
| 30D | +17.9% | +4.9% | +13.0% | +17.2% |
| 3M | -4.5% | +11.1% | -15.6% | -5.7% |
| 6M | +12.9% | -14.9% | +27.8% | +13.7% |
| YTD | -19.1% | -19.6% | +0.5% | -18.4% |
| 1Y | -4.6% | -22.7% | +18.1% | -3.3% |
| 3Y | +37.0% | -31.2% | +68.3% | +39.5% |
| 5Y | -29.5% | -42.3% | +12.8% | -29.0% |
| All | -29.5% | -41.9% | +12.4% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling