-39.1%
NCLH vs AR
-29.4%
-9.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.3% |
| 7D | +1.2% | +2.1% | -0.9% | +0.7% |
| 30D | +22.6% | +4.5% | +18.1% | +20.8% |
| 3M | +0.6% | +1.0% | -0.4% | -0.4% |
| 6M | +13.5% | +4.4% | +9.1% | +10.4% |
| YTD | -15.7% | +10.9% | -26.6% | -20.7% |
| 1Y | 0.0% | +8.6% | -8.6% | -5.8% |
| 3Y | +42.8% | +48.5% | -5.7% | +20.4% |
| 5Y | -28.4% | +95.7% | -124.2% | -47.0% |
| 10Y | -51.0% | +55.5% | -106.5% | -80.1% |
| All | -39.1% | -29.4% | -9.6% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling