-37.0%
NCLH vs ALLY
-0.2%
-36.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | +1.2% |
| 7D | -0.3% | +1.0% | -1.3% | -1.1% |
| 30D | -20.1% | -3.3% | -16.8% | -18.1% |
| 3M | -17.0% | +0.5% | -17.5% | -17.2% |
| 6M | -23.2% | +12.6% | -35.8% | -29.2% |
| YTD | -31.0% | -4.7% | -26.4% | -28.6% |
| 1Y | -37.3% | +5.2% | -42.5% | -39.8% |
| 3Y | -5.6% | +66.5% | -72.1% | -37.7% |
| 5Y | -37.0% | +0.2% | -37.2% | -35.9% |
| All | -37.0% | -0.2% | -36.7% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling