-29.5%
NCLH vs ALB
-63.0%
+33.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.6% |
| 7D | +1.7% | -3.6% | +5.3% | +2.9% |
| 30D | +17.9% | -2.9% | +20.8% | +18.7% |
| 3M | -4.5% | -25.8% | +21.3% | +4.8% |
| 6M | +12.9% | -53.6% | +66.5% | +44.7% |
| YTD | -19.1% | -32.4% | +13.3% | -13.5% |
| 1Y | -4.6% | -13.0% | +8.4% | -8.3% |
| 3Y | +37.0% | -15.0% | +52.0% | +14.7% |
| 5Y | -29.5% | -63.5% | +34.0% | -12.5% |
| All | -29.5% | -63.0% | +33.5% | -12.5% |
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