-47.2%
NCLH vs ALLY
+99.9%
-147.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.1% |
| 7D | +2.7% | -0.2% | +2.9% | +3.0% |
| 30D | +18.4% | +3.4% | +14.9% | +15.5% |
| 3M | -4.3% | -11.1% | +6.8% | +5.4% |
| 6M | +7.9% | -11.5% | +19.4% | +19.4% |
| YTD | -17.4% | -12.3% | -5.1% | -8.1% |
| 1Y | -3.4% | +1.1% | -4.5% | -4.2% |
| 3Y | +44.4% | +64.8% | -20.4% | -9.4% |
| 5Y | -33.7% | -6.9% | -26.8% | -34.8% |
| 10Y | -48.1% | +194.9% | -243.1% | -77.3% |
| All | -47.2% | +99.9% | -147.1% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling