-58.0%
NCLH vs ALM
+2,589.2%
-2,647.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.1% |
| 7D | -4.8% | -11.8% | +7.0% | -4.2% |
| 30D | -21.7% | +7.8% | -29.5% | -22.2% |
| 3M | -22.2% | -9.3% | -13.0% | -22.3% |
| 6M | -27.5% | -30.5% | +2.9% | -26.9% |
| YTD | -33.6% | +75.8% | -109.4% | -36.7% |
| 1Y | -45.0% | +241.2% | -286.2% | -49.8% |
| 3Y | -11.0% | +1,872.6% | -1,883.7% | -30.0% |
| 5Y | -39.7% | +849.6% | -889.3% | -51.1% |
| All | -58.0% | +2,589.2% | -2,647.2% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling