-39.6%
NCLH vs ARES
+95.7%
-135.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -1.4% |
| 7D | -4.6% | -2.7% | -2.0% | -2.8% |
| 30D | -19.9% | -2.4% | -17.6% | -18.7% |
| 3M | -22.0% | +3.9% | -25.9% | -24.9% |
| 6M | -28.3% | +26.4% | -54.7% | -40.9% |
| YTD | -33.5% | -14.9% | -18.6% | -28.1% |
| 1Y | -41.5% | -20.4% | -21.1% | -34.2% |
| 3Y | -8.9% | +38.8% | -47.7% | -37.9% |
| All | -39.6% | +95.7% | -135.3% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling