-58.7%
NCLH vs ALB
+84.6%
-143.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -0.6% |
| 7D | -6.5% | -7.6% | +1.1% | -3.4% |
| 30D | -22.1% | -5.6% | -16.5% | -20.5% |
| 3M | -18.7% | -16.8% | -1.8% | -13.5% |
| 6M | -28.4% | -26.3% | -2.1% | -21.8% |
| YTD | -34.7% | -13.2% | -21.5% | -35.6% |
| 1Y | -42.7% | +68.8% | -111.5% | -59.9% |
| 3Y | -10.6% | -30.7% | +20.1% | -14.7% |
| 5Y | -40.7% | -46.3% | +5.5% | -39.0% |
| All | -58.7% | +84.6% | -143.3% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling