-32.7%
NCLH vs ALHC
-60.6%
+28.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.6% | -3.6% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +17.9% | -9.6% | +27.5% | +19.6% |
| 3M | -4.5% | -44.5% | +40.0% | +3.7% |
| 6M | +12.9% | -59.2% | +72.1% | +26.4% |
| YTD | -19.1% | -62.0% | +42.9% | -9.2% |
| 1Y | -4.6% | -54.8% | +50.2% | +3.7% |
| 3Y | +37.0% | +25.0% | +12.0% | +10.7% |
| 5Y | -29.5% | -65.3% | +35.8% | -35.0% |
| All | -32.7% | -60.6% | +28.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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