-37.2%
NCLH vs ARWR
+3,915.8%
-3,953.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -6.5% | +1.7% | -8.2% | -6.7% |
| 30D | -23.3% | -0.7% | -22.6% | -23.3% |
| 3M | -18.6% | +14.9% | -33.5% | -21.0% |
| 6M | -26.2% | +32.6% | -58.9% | -30.1% |
| YTD | -30.2% | +30.0% | -60.3% | -33.8% |
| 1Y | -39.2% | +208.4% | -247.5% | -50.3% |
| 3Y | -5.1% | +208.8% | -213.9% | -27.0% |
| 5Y | -36.8% | +27.8% | -64.6% | -46.4% |
| 10Y | -56.3% | +1,107.6% | -1,163.8% | -72.0% |
| All | -37.2% | +3,915.8% | -3,953.0% | -61.7% |
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