-29.6%
NCLH vs ARES
+82.0%
-111.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -1.3% |
| 7D | +0.2% | +0.5% | -0.2% | -0.1% |
| 30D | +20.8% | +19.7% | +1.1% | +6.6% |
| 3M | -8.1% | -9.0% | +0.8% | -1.9% |
| 6M | +11.8% | +11.5% | +0.3% | +2.0% |
| YTD | -19.5% | -13.8% | -5.7% | -13.8% |
| 1Y | -3.2% | -5.6% | +2.4% | -4.5% |
| 3Y | +37.1% | +36.1% | +1.0% | -5.6% |
| All | -29.6% | +82.0% | -111.6% | -63.9% |
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