-39.2%
NCLH vs ADSK
-31.6%
-7.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.1% | +1.3% |
| 7D | -6.5% | -16.4% | +9.9% | -3.6% |
| 30D | -23.3% | -9.2% | -14.1% | -22.2% |
| 3M | -18.6% | -6.7% | -11.9% | -17.9% |
| 6M | -26.2% | -15.5% | -10.7% | -24.3% |
| YTD | -30.2% | -26.4% | -3.9% | -22.3% |
| 1Y | -39.2% | -31.9% | -7.3% | -30.1% |
| All | -39.2% | -31.6% | -7.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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