-41.5%
NCLH vs ALLE
-11.2%
-30.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.3% |
| 7D | -4.6% | -2.2% | -2.5% | -3.7% |
| 30D | -19.9% | -8.3% | -11.6% | -16.8% |
| 3M | -22.0% | +16.3% | -38.2% | -26.5% |
| 6M | -28.3% | +1.8% | -30.1% | -30.4% |
| YTD | -33.5% | -3.9% | -29.5% | -40.7% |
| 1Y | -41.5% | -10.0% | -31.4% | -45.6% |
| All | -41.5% | -11.2% | -30.3% | -45.6% |
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