-10.9%
NCLH vs ALM
+2,150.5%
-2,161.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.3% |
| 7D | -4.6% | +3.6% | -8.2% | -4.8% |
| 30D | -19.9% | +33.8% | -53.7% | -21.1% |
| 3M | -22.0% | +14.8% | -36.7% | -22.8% |
| 6M | -28.3% | -7.0% | -21.3% | -28.8% |
| YTD | -33.5% | +108.1% | -141.5% | -35.6% |
| 1Y | -41.5% | +313.8% | -355.2% | -44.7% |
| All | -10.9% | +2,150.5% | -2,161.3% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling