-40.5%
NCLH vs ARMK
+146.8%
-187.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.5% |
| 7D | -4.6% | +0.3% | -5.0% | -4.9% |
| 30D | -19.9% | +2.4% | -22.3% | -22.0% |
| 3M | -22.0% | +6.1% | -28.0% | -26.4% |
| 6M | -28.3% | +41.8% | -70.1% | -48.6% |
| YTD | -33.5% | +55.5% | -89.0% | -56.6% |
| 1Y | -41.5% | +49.6% | -91.1% | -60.4% |
| 3Y | -8.9% | +122.8% | -131.7% | -61.6% |
| 5Y | -40.5% | +151.0% | -191.5% | -79.0% |
| All | -40.5% | +146.8% | -187.3% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling