-40.7%
NCLH vs ALM
+856.4%
-897.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | -1.3% |
| 7D | -6.5% | -7.1% | +0.6% | -6.2% |
| 30D | -22.1% | +24.7% | -46.8% | -23.3% |
| 3M | -18.7% | +8.3% | -27.0% | -19.6% |
| 6M | -28.4% | -22.2% | -6.2% | -28.3% |
| YTD | -34.7% | +88.1% | -122.8% | -37.8% |
| 1Y | -42.7% | +272.4% | -315.1% | -47.6% |
| 3Y | -10.6% | +2,004.1% | -2,014.7% | -30.3% |
| 5Y | -40.7% | +915.8% | -956.5% | -50.2% |
| All | -40.7% | +856.4% | -897.2% | -50.2% |
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 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