-40.5%
NCLH vs ALC
-17.4%
-23.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.9% |
| 7D | -4.6% | -5.3% | +0.6% | -1.3% |
| 30D | -19.9% | -7.1% | -12.9% | -16.2% |
| 3M | -22.0% | +0.8% | -22.7% | -22.7% |
| 6M | -28.3% | -16.0% | -12.3% | -20.5% |
| YTD | -33.5% | -12.7% | -20.7% | -28.0% |
| 1Y | -41.5% | -12.8% | -28.6% | -36.9% |
| 3Y | -8.9% | -15.8% | +7.0% | -3.0% |
| 5Y | -40.5% | -16.7% | -23.8% | -36.7% |
| All | -40.5% | -17.4% | -23.0% | -36.7% |
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 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