+18.2%
NCLH vs ACI
+33.9%
-15.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.4% |
| 3M | -4.5% | +11.1% | -15.6% | -5.4% |
| 6M | +12.9% | -14.9% | +27.8% | +13.5% |
| YTD | -19.1% | -19.6% | +0.5% | -18.5% |
| 1Y | -4.6% | -22.7% | +18.1% | -3.6% |
| 3Y | +37.0% | -31.2% | +68.3% | +39.0% |
| 5Y | -29.5% | -42.3% | +12.8% | -28.5% |
| All | +18.2% | +33.9% | -15.7% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling