-41.2%
NCLH vs ADSK
+468.1%
-509.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -3.3% |
| 7D | -6.5% | -10.9% | +4.4% | -0.4% |
| 30D | -22.1% | -15.9% | -6.2% | -14.5% |
| 3M | -18.7% | -4.4% | -14.3% | -18.3% |
| 6M | -28.4% | -16.6% | -11.8% | -23.0% |
| YTD | -34.7% | -28.5% | -6.2% | -23.9% |
| 1Y | -42.7% | -34.6% | -8.1% | -29.4% |
| 3Y | -10.6% | -3.5% | -7.2% | -13.5% |
| 5Y | -40.7% | -25.6% | -15.1% | -35.0% |
| 10Y | -57.8% | +216.6% | -274.4% | -74.3% |
| All | -41.2% | +468.1% | -509.3% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling