-3.2%
NCLH vs ALLE
+15.5%
-18.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | +0.1% | +1.6% |
| 7D | +2.7% | -0.6% | +3.4% | +3.1% |
| 30D | +18.4% | +26.6% | -8.2% | +7.6% |
| 3M | -4.3% | +13.2% | -17.4% | -8.9% |
| 6M | +7.9% | +42.9% | -35.0% | -6.2% |
| YTD | -17.4% | +21.0% | -38.5% | -35.6% |
| All | -3.2% | +15.5% | -18.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling