-51.5%
NCLH vs ARMK
+350.8%
-402.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.6% |
| 7D | -6.5% | -2.4% | -4.1% | -4.7% |
| 30D | -23.3% | 0.0% | -23.3% | -23.6% |
| 3M | -18.6% | +6.7% | -25.3% | -23.0% |
| 6M | -26.2% | +38.8% | -65.1% | -43.9% |
| YTD | -30.2% | +55.2% | -85.4% | -51.8% |
| 1Y | -39.2% | +46.6% | -85.8% | -56.0% |
| 3Y | -5.1% | +112.9% | -118.0% | -50.9% |
| 5Y | -36.8% | +144.0% | -180.7% | -69.7% |
| 10Y | -56.3% | +132.4% | -188.7% | -77.4% |
| All | -51.5% | +350.8% | -402.4% | -78.6% |
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