-42.7%
NCLH vs ARWR
+195.4%
-238.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -6.5% | -4.3% | -2.2% | -5.6% |
| 30D | -22.1% | -7.3% | -14.8% | -20.9% |
| 3M | -18.7% | +17.0% | -35.7% | -22.8% |
| 6M | -28.4% | +39.8% | -68.2% | -35.1% |
| YTD | -34.7% | +24.7% | -59.4% | -39.8% |
| 1Y | -42.7% | +186.5% | -229.2% | -54.1% |
| All | -42.7% | +195.4% | -238.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling