-42.4%
NCLH vs ALM
+3,551.9%
-3,594.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -0.6% |
| 7D | +0.2% | +1.2% | -1.0% | +0.2% |
| 30D | +20.8% | -19.3% | +40.1% | +20.9% |
| 3M | -8.1% | -40.6% | +32.5% | -7.9% |
| 6M | +11.8% | -57.9% | +69.7% | +12.4% |
| YTD | -19.5% | -6.7% | -12.8% | -19.6% |
| 1Y | -3.2% | +20.2% | -23.4% | -3.5% |
| 3Y | +37.1% | +879.4% | -842.3% | +34.6% |
| 5Y | -29.9% | +415.3% | -445.2% | -31.1% |
| 10Y | -53.3% | +2,100.8% | -2,154.1% | -54.5% |
| All | -42.4% | +3,551.9% | -3,594.3% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling