-3.2%
NCLH vs ALM
+19.0%
-22.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -1.1% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +20.8% | -19.3% | +40.1% | +22.3% |
| 3M | -8.1% | -40.6% | +32.5% | -5.5% |
| 6M | +11.8% | -57.9% | +69.7% | +17.1% |
| YTD | -19.5% | -6.7% | -12.8% | -13.0% |
| 1Y | -3.2% | +20.2% | -23.4% | +3.9% |
| All | -3.2% | +19.0% | -22.2% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling