-58.0%
NCLH vs ARMK
+146.1%
-204.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | -0.9% |
| 7D | -4.8% | +3.1% | -7.9% | -7.2% |
| 30D | -21.7% | -2.8% | -18.9% | -19.9% |
| 3M | -22.2% | +7.6% | -29.8% | -27.2% |
| 6M | -27.5% | +47.9% | -75.4% | -48.3% |
| YTD | -33.6% | +60.0% | -93.6% | -55.9% |
| 1Y | -45.0% | +52.2% | -97.2% | -61.9% |
| 3Y | -11.0% | +131.4% | -142.5% | -58.2% |
| 5Y | -39.7% | +163.2% | -202.9% | -73.7% |
| All | -58.0% | +146.1% | -204.0% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling