-44.1%
NCLH vs ARMK
+328.3%
-372.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.2% | +2.7% | -2.4% | -1.9% |
| 30D | +20.8% | -1.5% | +22.3% | +21.4% |
| 3M | -8.1% | -11.6% | +3.4% | +0.6% |
| 6M | +11.8% | +6.7% | +5.1% | +4.9% |
| YTD | -19.5% | +47.4% | -67.0% | -42.5% |
| 1Y | -3.2% | +41.5% | -44.7% | -28.5% |
| 3Y | +37.1% | +95.5% | -58.4% | -24.4% |
| 5Y | -29.9% | +108.4% | -138.3% | -62.3% |
| 10Y | -53.3% | +132.3% | -185.5% | -75.6% |
| All | -44.1% | +328.3% | -372.4% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling