-10.9%
NCLH vs ARES
+38.2%
-49.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -1.8% |
| 7D | -4.6% | -2.7% | -2.0% | -3.2% |
| 30D | -19.9% | -2.4% | -17.6% | -18.9% |
| 3M | -22.0% | +3.9% | -25.9% | -24.1% |
| 6M | -28.3% | +26.4% | -54.7% | -38.3% |
| YTD | -33.5% | -14.9% | -18.6% | -28.0% |
| 1Y | -41.5% | -20.4% | -21.1% | -34.3% |
| All | -10.9% | +38.2% | -49.0% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling