+11.8%
NCLH vs ADM
-9.1%
+21.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | +0.5% |
| 7D | +0.2% | +4.2% | -4.0% | +1.8% |
| 30D | +20.8% | -12.8% | +33.6% | +13.7% |
| 3M | -8.1% | -8.5% | +0.3% | -11.0% |
| 6M | +11.8% | -10.9% | +22.7% | +9.6% |
| All | +11.8% | -9.1% | +21.0% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling