-57.0%
NCLH vs ALLY
+178.1%
-235.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.6% |
| 7D | -4.6% | -1.9% | -2.7% | -3.0% |
| 30D | -19.9% | -4.5% | -15.5% | -16.7% |
| 3M | -22.0% | -2.8% | -19.1% | -20.0% |
| 6M | -28.3% | +10.3% | -38.6% | -34.1% |
| YTD | -33.5% | -5.7% | -27.8% | -30.2% |
| 1Y | -41.5% | +3.9% | -45.4% | -44.0% |
| 3Y | -8.9% | +64.7% | -73.6% | -46.2% |
| 5Y | -40.5% | -2.6% | -37.9% | -44.9% |
| 10Y | -57.0% | +186.0% | -242.9% | -84.2% |
| All | -57.0% | +178.1% | -235.0% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling