-42.0%
NCLH vs AR
-33.4%
-8.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +2.0% | -14.3% | +16.3% | +5.7% |
| 30D | +19.1% | +1.4% | +17.6% | +18.1% |
| 3M | -7.5% | +3.4% | -10.9% | -9.1% |
| 6M | +1.0% | -2.1% | +3.0% | -0.3% |
| YTD | -19.7% | +4.7% | -24.4% | -23.4% |
| 1Y | -1.8% | +10.6% | -12.3% | -8.1% |
| 3Y | +36.7% | +24.6% | +12.1% | +20.5% |
| 5Y | -38.0% | +71.9% | -109.9% | -52.5% |
| 10Y | -51.6% | +46.4% | -97.9% | -80.0% |
| All | -42.0% | -33.4% | -8.6% | -74.0% |
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