-67.9%
NCLH vs ALC
+30.4%
-98.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -3.0% |
| 7D | +0.2% | -1.1% | +1.3% | +1.0% |
| 30D | +20.8% | +16.0% | +4.7% | +7.4% |
| 3M | -8.1% | +0.8% | -8.9% | -9.1% |
| 6M | +11.8% | +16.8% | -5.0% | -2.3% |
| YTD | -19.5% | -5.5% | -14.0% | -17.5% |
| 1Y | -3.2% | -5.3% | +2.0% | -1.1% |
| 3Y | +37.1% | +4.1% | +33.0% | +20.0% |
| 5Y | -29.9% | -7.1% | -22.9% | -32.3% |
| All | -67.9% | +30.4% | -98.2% | -80.5% |
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