-44.1%
NCLH vs ALLE
+336.8%
-380.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.9% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +18.9% | +25.9% | -7.0% | -1.2% |
| 3M | -0.2% | +14.9% | -15.1% | -10.9% |
| 6M | +8.4% | +42.1% | -33.7% | -18.9% |
| YTD | -17.1% | +20.4% | -37.5% | -30.7% |
| 1Y | -2.8% | +14.9% | -17.6% | -15.4% |
| 3Y | +40.4% | +90.1% | -49.7% | -21.4% |
| 5Y | -30.8% | +53.0% | -83.7% | -54.1% |
| 10Y | -51.3% | +208.8% | -260.1% | -79.1% |
| All | -44.1% | +336.8% | -380.9% | -79.5% |
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