-37.0%
NCLH vs ARWR
+29.5%
-66.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.8% |
| 7D | -0.3% | +2.9% | -3.1% | -1.0% |
| 30D | -20.1% | -2.9% | -17.2% | -19.5% |
| 3M | -17.0% | +15.2% | -32.3% | -21.3% |
| 6M | -23.2% | +42.3% | -65.5% | -31.6% |
| YTD | -31.0% | +28.2% | -59.2% | -37.0% |
| 1Y | -37.3% | +213.2% | -250.5% | -56.6% |
| 3Y | -5.6% | +184.6% | -190.2% | -41.4% |
| 5Y | -37.0% | +29.2% | -66.2% | -51.6% |
| All | -37.0% | +29.5% | -66.5% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling