-27.6%
NCLH vs ACM
+197.2%
-224.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -1.0% |
| 7D | +0.2% | +5.6% | -5.4% | -3.8% |
| 30D | +20.8% | +20.8% | 0.0% | +5.3% |
| 3M | -8.1% | +11.4% | -19.5% | -15.6% |
| 6M | +11.8% | +0.9% | +10.9% | +8.9% |
| YTD | -19.5% | -24.8% | +5.3% | -3.7% |
| 1Y | -3.2% | -46.4% | +43.2% | +47.8% |
| 3Y | +37.1% | -9.2% | +46.3% | +39.9% |
| 5Y | -29.9% | +5.0% | -34.9% | -34.3% |
| 10Y | -53.3% | +130.6% | -183.8% | -71.4% |
| All | -27.6% | +197.2% | -224.7% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling