-42.7%
NCLH vs ADM
+44.2%
-86.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.8% |
| 7D | -6.5% | +3.0% | -9.5% | -5.9% |
| 30D | -22.1% | +8.7% | -30.8% | -20.7% |
| 3M | -18.7% | +7.6% | -26.3% | -17.0% |
| 6M | -28.4% | +26.9% | -55.3% | -26.6% |
| YTD | -34.7% | +54.3% | -89.0% | -35.3% |
| 1Y | -42.7% | +45.7% | -88.4% | -43.2% |
| All | -42.7% | +44.2% | -86.9% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling