-10.2%
NCLH vs ADVB
-96.8%
+86.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -23.6% | +23.0% | -0.9% |
| 7D | +0.2% | +27.8% | -27.6% | +0.7% |
| 30D | +20.8% | -50.8% | +71.6% | +20.3% |
| 3M | -8.1% | -70.5% | +62.4% | -8.9% |
| 6M | +11.8% | -46.7% | +58.6% | +10.9% |
| YTD | -19.5% | -56.7% | +37.1% | -19.8% |
| 1Y | -3.2% | -71.8% | +68.5% | -1.5% |
| All | -10.2% | -96.8% | +86.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling