-58.0%
NCLH vs ARES
+979.8%
-1,037.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | -4.8% | -6.1% | +1.3% | -0.7% |
| 30D | -21.7% | -7.5% | -14.1% | -17.5% |
| 3M | -22.2% | +0.1% | -22.4% | -23.3% |
| 6M | -27.5% | +30.3% | -57.8% | -40.9% |
| YTD | -33.6% | -16.6% | -17.0% | -28.1% |
| 1Y | -45.0% | -26.1% | -18.9% | -35.9% |
| 3Y | -11.0% | +36.4% | -47.5% | -34.4% |
| 5Y | -39.7% | +95.0% | -134.7% | -66.0% |
| All | -58.0% | +979.8% | -1,037.8% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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