-29.5%
NCLH vs ALC
-9.8%
-19.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.5% |
| 7D | +1.7% | -6.2% | +7.9% | +5.8% |
| 30D | +17.9% | +14.0% | +3.9% | +8.5% |
| 3M | -4.5% | -2.4% | -2.2% | -3.2% |
| 6M | +12.9% | +12.6% | +0.3% | +3.7% |
| YTD | -19.1% | -8.4% | -10.7% | -15.2% |
| 1Y | -4.6% | -9.1% | +4.5% | +0.4% |
| 3Y | +37.0% | -0.3% | +37.3% | +26.9% |
| 5Y | -29.5% | -9.9% | -19.6% | -29.8% |
| All | -29.5% | -9.8% | -19.7% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling