-37.2%
NCLH vs ADM
+331.4%
-368.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -6.5% | +3.8% | -10.3% | -8.6% |
| 30D | -23.3% | +9.8% | -33.1% | -27.8% |
| 3M | -18.6% | +2.1% | -20.7% | -20.8% |
| 6M | -26.2% | +27.5% | -53.7% | -38.4% |
| YTD | -30.2% | +50.2% | -80.4% | -47.8% |
| 1Y | -39.2% | +40.6% | -79.7% | -52.9% |
| 3Y | -5.1% | +17.2% | -22.3% | -21.8% |
| 5Y | -36.8% | +61.9% | -98.6% | -62.0% |
| 10Y | -56.3% | +159.3% | -215.6% | -81.3% |
| All | -37.2% | +331.4% | -368.6% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling