+0.7%
NCLH vs ACI
+21.8%
-21.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | -0.3% | -2.6% | +2.3% | -0.1% |
| 30D | -20.1% | +1.1% | -21.1% | -20.1% |
| 3M | -17.0% | -23.6% | +6.6% | -15.7% |
| 6M | -23.2% | -29.9% | +6.7% | -21.6% |
| YTD | -31.0% | -26.9% | -4.2% | -30.0% |
| 1Y | -37.3% | -34.2% | -3.0% | -35.8% |
| 3Y | -5.6% | -43.6% | +38.0% | -2.4% |
| 5Y | -37.0% | -42.4% | +5.4% | -35.7% |
| All | +0.7% | +21.8% | -21.1% | +15.9% |
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