-58.7%
NCLH vs ACM
+131.7%
-190.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -0.4% |
| 7D | -6.5% | -5.9% | -0.6% | -1.5% |
| 30D | -22.1% | -6.2% | -15.9% | -18.8% |
| 3M | -18.7% | -7.9% | -10.8% | -14.6% |
| 6M | -28.4% | -30.6% | +2.2% | -3.9% |
| YTD | -34.7% | -33.3% | -1.4% | -10.6% |
| 1Y | -42.7% | -49.2% | +6.5% | -1.3% |
| 3Y | -10.6% | -23.5% | +12.8% | +3.9% |
| 5Y | -40.7% | +0.9% | -41.7% | -46.1% |
| All | -58.7% | +131.7% | -190.3% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling