-51.0%
NCLH vs ALLY
+182.4%
-233.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.3% |
| 7D | +1.2% | -2.8% | +4.0% | +3.7% |
| 30D | +22.6% | +1.9% | +20.7% | +21.0% |
| 3M | +0.6% | -12.1% | +12.8% | +12.8% |
| 6M | +13.5% | -9.0% | +22.5% | +23.5% |
| YTD | -15.7% | -12.9% | -2.8% | -5.0% |
| 1Y | 0.0% | -0.1% | +0.1% | -0.2% |
| 3Y | +42.8% | +64.6% | -21.8% | -15.6% |
| 5Y | -28.4% | -10.1% | -18.4% | -28.2% |
| 10Y | -51.0% | +176.7% | -227.7% | -82.7% |
| All | -51.0% | +182.4% | -233.4% | -82.7% |
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