-37.0%
NCLH vs ALLE
+17.0%
-54.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | -0.3% | +2.8% | -3.0% | -2.2% |
| 30D | -20.1% | -7.6% | -12.4% | -15.4% |
| 3M | -17.0% | +22.8% | -39.8% | -28.8% |
| 6M | -23.2% | +4.6% | -27.8% | -26.1% |
| YTD | -31.0% | -1.2% | -29.8% | -32.4% |
| 1Y | -37.3% | -9.1% | -28.1% | -34.4% |
| 3Y | -5.6% | +50.0% | -55.6% | -35.3% |
| 5Y | -37.0% | +15.2% | -52.2% | -50.4% |
| All | -37.0% | +17.0% | -54.0% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling