-53.0%
NCLH vs ALLE
+260.9%
-313.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.9% |
| 7D | -6.5% | -0.2% | -6.3% | -6.3% |
| 30D | -23.3% | -6.8% | -16.5% | -18.9% |
| 3M | -18.6% | +21.0% | -39.6% | -30.7% |
| 6M | -26.2% | +1.1% | -27.3% | -27.5% |
| YTD | -30.2% | -0.5% | -29.7% | -31.9% |
| 1Y | -39.2% | -7.3% | -31.9% | -37.2% |
| 3Y | -5.1% | +42.3% | -47.3% | -32.6% |
| 5Y | -36.8% | +13.5% | -50.2% | -46.7% |
| 10Y | -56.3% | +144.0% | -200.3% | -77.6% |
| All | -53.0% | +260.9% | -313.9% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling