-72.1%
NCLH vs ALC
+24.0%
-96.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.6% |
| 7D | -6.5% | -2.1% | -4.4% | -4.9% |
| 30D | -23.3% | -0.1% | -23.2% | -23.5% |
| 3M | -18.6% | +5.9% | -24.5% | -22.7% |
| 6M | -26.2% | -15.9% | -10.3% | -16.5% |
| YTD | -30.2% | -10.1% | -20.1% | -25.3% |
| 1Y | -39.2% | -10.2% | -28.9% | -35.2% |
| 3Y | -5.1% | -13.6% | +8.5% | -1.3% |
| 5Y | -36.8% | -15.1% | -21.6% | -34.0% |
| All | -72.1% | +24.0% | -96.1% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling