+44.4%
NCLH vs ALLY
+61.3%
-16.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.2% |
| 7D | +2.7% | -0.2% | +2.9% | +3.0% |
| 30D | +18.4% | +3.4% | +14.9% | +15.9% |
| 3M | -4.3% | -11.1% | +6.8% | +4.1% |
| 6M | +7.9% | -11.5% | +19.4% | +17.8% |
| YTD | -17.4% | -12.3% | -5.1% | -9.5% |
| 1Y | -3.4% | +1.1% | -4.5% | -3.4% |
| 3Y | +44.4% | +64.8% | -20.4% | +9.9% |
| All | +44.4% | +61.3% | -16.8% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling