-37.0%
NCLH vs ACM
+4.8%
-41.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.5% |
| 7D | -0.3% | -0.3% | 0.0% | 0.0% |
| 30D | -20.1% | -12.9% | -7.1% | -11.8% |
| 3M | -17.0% | -6.4% | -10.7% | -14.0% |
| 6M | -23.2% | -29.2% | +6.0% | +0.8% |
| YTD | -31.0% | -29.9% | -1.1% | -10.1% |
| 1Y | -37.3% | -47.3% | +10.0% | +4.5% |
| 3Y | -5.6% | -19.6% | +14.0% | 0.0% |
| 5Y | -37.0% | +5.5% | -42.5% | -50.0% |
| All | -37.0% | +4.8% | -41.7% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling