-57.9%
NCLH vs ACM
+135.8%
-193.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -0.9% |
| 7D | -4.6% | -3.7% | -1.0% | -1.5% |
| 30D | -19.9% | -12.7% | -7.3% | -11.7% |
| 3M | -22.0% | -9.8% | -12.2% | -16.4% |
| 6M | -28.3% | -31.4% | +3.1% | -2.7% |
| YTD | -33.5% | -32.1% | -1.4% | -10.3% |
| 1Y | -41.5% | -47.8% | +6.3% | -1.6% |
| 3Y | -8.9% | -22.1% | +13.2% | +4.3% |
| 5Y | -40.5% | +1.8% | -42.3% | -46.2% |
| All | -57.9% | +135.8% | -193.7% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling