-1.0%
NCLH vs AR
+14.7%
-15.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.3% | +13.0% | +3.9% |
| 7D | +15.8% | -11.1% | +26.9% | +10.3% |
| 30D | +25.1% | +7.9% | +17.2% | +29.5% |
| 3M | -7.3% | +4.9% | -12.2% | -4.5% |
| 6M | +8.1% | -5.3% | +13.5% | +7.9% |
| YTD | -16.7% | +8.6% | -25.3% | -12.9% |
| 1Y | -1.0% | +13.7% | -14.7% | +0.7% |
| All | -1.0% | +14.7% | -15.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling