-45.9%
NCLH vs ALLE
+327.3%
-373.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.6% |
| 7D | +2.0% | -0.6% | +2.6% | +2.6% |
| 30D | +19.1% | +25.3% | -6.3% | -0.7% |
| 3M | -7.5% | +10.3% | -17.8% | -14.7% |
| 6M | +1.0% | +38.0% | -37.1% | -22.7% |
| YTD | -19.7% | +17.8% | -37.5% | -31.7% |
| 1Y | -1.8% | +13.6% | -15.4% | -13.8% |
| 3Y | +36.7% | +89.2% | -52.5% | -23.3% |
| 5Y | -38.0% | +51.1% | -89.1% | -58.5% |
| 10Y | -51.6% | +228.1% | -279.7% | -79.9% |
| All | -45.9% | +327.3% | -373.2% | -79.8% |
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