-27.6%
NCLH vs ALB
+74.4%
-101.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | +0.2% | -5.8% | +6.0% | +2.6% |
| 30D | +20.8% | -4.5% | +25.3% | +22.6% |
| 3M | -8.1% | -28.1% | +19.9% | +4.1% |
| 6M | +11.8% | -53.2% | +65.0% | +49.6% |
| YTD | -19.5% | -33.3% | +13.8% | -12.0% |
| 1Y | -3.2% | -17.4% | +14.2% | -4.4% |
| 3Y | +37.1% | -14.1% | +51.2% | +13.7% |
| 5Y | -29.9% | -64.0% | +34.1% | -13.5% |
| 10Y | -53.3% | +32.8% | -86.1% | -72.4% |
| All | -27.6% | +74.4% | -101.9% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling