-27.6%
NCLH vs ADM
+271.7%
-299.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -2.1% |
| 7D | +0.2% | +4.2% | -4.0% | -2.1% |
| 30D | +20.8% | -12.8% | +33.6% | +30.1% |
| 3M | -8.1% | -8.5% | +0.3% | -4.7% |
| 6M | +11.8% | -10.9% | +22.7% | +16.4% |
| YTD | -19.5% | +29.4% | -49.0% | -35.0% |
| 1Y | -3.2% | +27.5% | -30.8% | -21.2% |
| 3Y | +37.1% | +10.3% | +26.8% | +14.1% |
| 5Y | -29.9% | +27.4% | -57.3% | -50.7% |
| 10Y | -53.3% | +134.6% | -187.8% | -78.7% |
| All | -27.6% | +271.7% | -299.3% | -71.7% |
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 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