-58.7%
NCLH vs AR
+44.6%
-103.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -6.5% | -1.3% | -5.2% | -6.2% |
| 30D | -22.1% | +3.5% | -25.6% | -22.9% |
| 3M | -18.7% | +9.9% | -28.6% | -21.5% |
| 6M | -28.4% | +4.5% | -32.9% | -30.8% |
| YTD | -34.7% | +13.7% | -48.4% | -39.1% |
| 1Y | -42.7% | +19.2% | -61.9% | -47.7% |
| 3Y | -10.6% | +46.2% | -56.8% | -25.8% |
| 5Y | -40.7% | +145.9% | -186.6% | -61.0% |
| All | -58.7% | +44.6% | -103.3% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling