-29.6%
NCLH vs ALM
+410.2%
-439.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -1.0% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +20.8% | -19.3% | +40.1% | +22.2% |
| 3M | -8.1% | -40.6% | +32.5% | -5.6% |
| 6M | +11.8% | -57.9% | +69.7% | +16.6% |
| YTD | -19.5% | -6.7% | -12.8% | -20.3% |
| 1Y | -3.2% | +20.2% | -23.4% | -5.8% |
| 3Y | +37.1% | +879.4% | -842.3% | +11.4% |
| All | -29.6% | +410.2% | -439.8% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling