-45.0%
NCLH vs ARES
-23.8%
-21.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -4.8% | -6.1% | +1.3% | -2.6% |
| 30D | -21.7% | -7.5% | -14.1% | -19.4% |
| 3M | -22.2% | +0.1% | -22.4% | -22.0% |
| 6M | -27.5% | +30.3% | -57.8% | -33.3% |
| YTD | -33.6% | -16.6% | -17.0% | -29.2% |
| 1Y | -45.0% | -26.1% | -18.9% | -43.6% |
| All | -45.0% | -23.8% | -21.2% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling