-33.7%
NCLH vs ALLY
-6.7%
-27.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.8% |
| 3M | -4.3% | -11.1% | +6.8% | +4.5% |
| 6M | +7.9% | -11.5% | +19.4% | +18.4% |
| YTD | -17.4% | -12.3% | -5.1% | -8.9% |
| 1Y | -3.4% | +1.1% | -4.5% | -3.8% |
| 3Y | +44.4% | +64.8% | -20.4% | -4.2% |
| 5Y | -33.7% | -6.9% | -26.8% | -22.7% |
| All | -33.7% | -6.7% | -27.0% | -22.7% |
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 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