-55.4%
NCLH vs ALLY
+124.8%
-180.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -6.5% | +3.7% | -10.2% | -9.2% |
| 30D | -23.3% | -2.3% | -21.0% | -21.8% |
| 3M | -18.6% | +3.8% | -22.4% | -21.0% |
| 6M | -26.2% | +9.7% | -36.0% | -31.4% |
| YTD | -30.2% | -1.4% | -28.8% | -29.5% |
| 1Y | -39.2% | +8.2% | -47.4% | -43.4% |
| 3Y | -5.1% | +66.5% | -71.5% | -41.3% |
| 5Y | -36.8% | +1.2% | -38.0% | -42.3% |
| 10Y | -56.3% | +191.4% | -247.7% | -82.0% |
| All | -55.4% | +124.8% | -180.2% | -80.8% |
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