-50.1%
NCLH vs ALM
+7,705.7%
-7,755.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -6.5% | -2.6% | -3.9% | -6.5% |
| 30D | -23.3% | +32.0% | -55.3% | -23.5% |
| 3M | -18.6% | -15.0% | -3.6% | -18.6% |
| 6M | -26.2% | -10.1% | -16.1% | -26.3% |
| YTD | -30.2% | +99.4% | -129.7% | -30.7% |
| 1Y | -39.2% | +316.4% | -355.5% | -39.8% |
| 3Y | -5.1% | +2,022.0% | -2,027.0% | -7.3% |
| 5Y | -36.8% | +941.2% | -977.9% | -38.1% |
| 10Y | -56.3% | +2,950.3% | -3,006.6% | -57.6% |
| All | -50.1% | +7,705.7% | -7,755.8% | -52.6% |
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