-10.9%
NCLH vs ARMK
+121.1%
-132.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.8% |
| 7D | -4.6% | +0.3% | -5.0% | -4.8% |
| 30D | -19.9% | +2.4% | -22.3% | -21.3% |
| 3M | -22.0% | +6.1% | -28.0% | -25.0% |
| 6M | -28.3% | +41.8% | -70.1% | -43.1% |
| YTD | -33.5% | +55.5% | -89.0% | -50.5% |
| 1Y | -41.5% | +49.6% | -91.1% | -55.3% |
| All | -10.9% | +121.1% | -132.0% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling