-5.6%
NCLH vs ARWR
+181.4%
-186.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.9% |
| 7D | -0.3% | +2.9% | -3.1% | -0.8% |
| 30D | -20.1% | -2.9% | -17.2% | -19.6% |
| 3M | -17.0% | +15.2% | -32.3% | -20.2% |
| 6M | -23.2% | +42.3% | -65.5% | -29.6% |
| YTD | -31.0% | +28.2% | -59.2% | -35.5% |
| 1Y | -37.3% | +213.2% | -250.5% | -51.6% |
| 3Y | -5.6% | +184.6% | -190.2% | -35.0% |
| All | -5.6% | +181.4% | -186.9% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling