-41.6%
NCLH vs ACM
-48.0%
+6.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -2.3% |
| 7D | -4.6% | -3.7% | -1.0% | -3.2% |
| 30D | -19.9% | -12.7% | -7.3% | -15.6% |
| 3M | -22.0% | -9.8% | -12.2% | -18.8% |
| 6M | -28.3% | -31.4% | +3.1% | -16.8% |
| YTD | -33.5% | -32.1% | -1.4% | -23.0% |
| All | -41.6% | -48.0% | +6.4% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling