-49.6%
NCLH vs AR
-27.2%
-22.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -6.5% | +2.5% | -9.0% | -7.1% |
| 30D | -23.3% | +14.8% | -38.1% | -26.1% |
| 3M | -18.6% | +6.2% | -24.8% | -20.5% |
| 6M | -26.2% | +4.3% | -30.5% | -28.4% |
| YTD | -30.2% | +14.4% | -44.6% | -34.5% |
| 1Y | -39.2% | +21.3% | -60.5% | -44.1% |
| 3Y | -5.1% | +39.8% | -44.9% | -18.4% |
| 5Y | -36.8% | +142.1% | -178.8% | -55.7% |
| 10Y | -56.3% | +52.0% | -108.3% | -82.2% |
| All | -49.6% | -27.2% | -22.4% | -77.8% |
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