-39.6%
NCLH vs ADM
+66.6%
-106.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -4.1% |
| 7D | -4.6% | +1.4% | -6.0% | -5.0% |
| 30D | -19.9% | +8.2% | -28.2% | -21.6% |
| 3M | -22.0% | +8.7% | -30.7% | -24.1% |
| 6M | -28.3% | +29.1% | -57.4% | -34.2% |
| YTD | -33.5% | +53.7% | -87.1% | -42.6% |
| 1Y | -41.5% | +43.2% | -84.7% | -48.5% |
| 3Y | -8.9% | +21.4% | -30.3% | -15.5% |
| All | -39.6% | +66.6% | -106.2% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling