-41.4%
NCLH vs ALNY
+30.5%
-71.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -4.8% | -6.5% | +1.7% | -3.0% |
| 30D | -21.7% | +11.0% | -32.7% | -24.1% |
| 3M | -22.2% | -14.1% | -8.2% | -20.2% |
| 6M | -27.5% | -22.4% | -5.1% | -23.5% |
| YTD | -33.6% | -37.5% | +3.9% | -25.9% |
| 1Y | -45.0% | -46.9% | +1.9% | -36.1% |
| 3Y | -11.0% | +22.1% | -33.1% | -20.5% |
| All | -41.4% | +30.5% | -71.9% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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