-52.6%
NCLH vs ARES
+1,181.8%
-1,234.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.5% |
| 7D | -0.3% | -0.3% | +0.1% | -0.1% |
| 30D | -20.1% | +1.3% | -21.3% | -20.7% |
| 3M | -17.0% | +10.4% | -27.4% | -22.6% |
| 6M | -23.2% | +29.0% | -52.3% | -35.8% |
| YTD | -31.0% | -12.2% | -18.9% | -28.1% |
| 1Y | -37.3% | -18.4% | -18.8% | -32.1% |
| 3Y | -5.6% | +43.2% | -48.8% | -29.2% |
| 5Y | -37.0% | +102.6% | -139.6% | -62.1% |
| 10Y | -55.3% | +1,029.6% | -1,084.9% | -86.3% |
| All | -52.6% | +1,181.8% | -1,234.5% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling