-73.9%
NCLH vs ALC
+17.1%
-91.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | +0.3% |
| 7D | -6.5% | -7.7% | +1.1% | -0.5% |
| 30D | -22.1% | -11.7% | -10.4% | -14.2% |
| 3M | -18.7% | +0.7% | -19.4% | -19.7% |
| 6M | -28.4% | -17.1% | -11.3% | -18.3% |
| YTD | -34.7% | -15.1% | -19.6% | -26.8% |
| 1Y | -42.7% | -14.1% | -28.6% | -36.8% |
| 3Y | -10.6% | -18.2% | +7.5% | -3.0% |
| 5Y | -40.7% | -19.2% | -21.6% | -35.9% |
| All | -73.9% | +17.1% | -91.0% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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