-37.2%
NCLH vs ALB
+134.7%
-171.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.7% |
| 7D | -6.5% | -8.1% | +1.6% | -3.3% |
| 30D | -23.3% | +6.3% | -29.6% | -25.7% |
| 3M | -18.6% | -23.6% | +5.0% | -10.5% |
| 6M | -26.2% | -24.6% | -1.6% | -20.4% |
| YTD | -30.2% | -10.3% | -20.0% | -32.0% |
| 1Y | -39.2% | +61.5% | -100.6% | -55.9% |
| 3Y | -5.1% | -34.0% | +28.9% | -6.7% |
| 5Y | -36.8% | -44.6% | +7.8% | -35.5% |
| 10Y | -56.3% | +76.1% | -132.4% | -77.0% |
| All | -37.2% | +134.7% | -171.8% | -70.2% |
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