-10.9%
NCLH vs ATI
+358.3%
-369.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -4.6% | +2.4% | -7.0% | -5.6% |
| 30D | -19.9% | -9.5% | -10.5% | -16.8% |
| 3M | -22.0% | +10.4% | -32.3% | -26.0% |
| 6M | -28.3% | +31.8% | -60.1% | -37.1% |
| YTD | -33.5% | +80.0% | -113.4% | -48.3% |
| 1Y | -41.5% | +175.8% | -217.3% | -61.5% |
| All | -10.9% | +358.3% | -369.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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