-40.5%
NCLH vs ALB
-43.9%
+3.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.5% |
| 7D | -4.6% | -8.6% | +4.0% | -1.8% |
| 30D | -19.9% | -4.0% | -15.9% | -19.1% |
| 3M | -22.0% | -17.4% | -4.6% | -17.7% |
| 6M | -28.3% | -25.4% | -2.9% | -23.3% |
| YTD | -33.5% | -10.5% | -22.9% | -35.0% |
| 1Y | -41.5% | +75.8% | -117.3% | -57.1% |
| 3Y | -8.9% | -28.5% | +19.6% | -10.8% |
| 5Y | -40.5% | -45.1% | +4.6% | -37.6% |
| All | -40.5% | -43.9% | +3.4% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling