-58.7%
NCLH vs ADM
+178.5%
-237.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -6.5% | +3.0% | -9.5% | -8.4% |
| 30D | -22.1% | +8.7% | -30.8% | -26.5% |
| 3M | -18.7% | +7.6% | -26.3% | -23.7% |
| 6M | -28.4% | +26.9% | -55.3% | -41.0% |
| YTD | -34.7% | +54.3% | -89.0% | -53.5% |
| 1Y | -42.7% | +45.7% | -88.4% | -57.9% |
| 3Y | -10.6% | +21.9% | -32.5% | -29.5% |
| 5Y | -40.7% | +67.2% | -107.9% | -69.4% |
| All | -58.7% | +178.5% | -237.1% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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