-27.6%
NCLH vs ARWR
+2,122.3%
-2,149.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | +0.2% | -17.8% | +18.1% | +3.2% |
| 30D | +20.8% | -18.1% | +38.9% | +24.5% |
| 3M | -8.1% | -44.2% | +36.0% | +0.4% |
| 6M | +11.8% | -38.6% | +50.5% | +19.6% |
| YTD | -19.5% | -28.0% | +8.5% | -16.4% |
| 1Y | -3.2% | +16.1% | -19.4% | -7.7% |
| 3Y | +37.1% | +84.0% | -46.9% | +14.4% |
| 5Y | -29.9% | -35.4% | +5.5% | -34.1% |
| 10Y | -53.3% | +1,043.1% | -1,096.3% | -68.4% |
| All | -27.6% | +2,122.3% | -2,149.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling