-37.2%
NCLH vs ACM
+179.2%
-216.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -6.5% | -3.7% | -2.7% | -3.8% |
| 30D | -23.3% | -11.1% | -12.2% | -17.6% |
| 3M | -18.6% | -8.0% | -10.6% | -14.8% |
| 6M | -26.2% | -29.7% | +3.4% | -6.3% |
| YTD | -30.2% | -29.4% | -0.9% | -12.5% |
| 1Y | -39.2% | -46.4% | +7.3% | -7.5% |
| 3Y | -5.1% | -22.3% | +17.3% | +8.9% |
| 5Y | -36.8% | +4.5% | -41.2% | -40.5% |
| 10Y | -56.3% | +127.6% | -183.9% | -72.5% |
| All | -37.2% | +179.2% | -216.4% | -61.9% |
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