-41.4%
NCLH vs ATI
+1,029.4%
-1,070.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -4.8% | -5.6% | +0.8% | -2.1% |
| 30D | -21.7% | -13.7% | -7.9% | -16.0% |
| 3M | -22.2% | -0.4% | -21.9% | -23.3% |
| 6M | -27.5% | +26.2% | -53.8% | -36.5% |
| YTD | -33.6% | +73.2% | -106.8% | -50.3% |
| 1Y | -45.0% | +161.6% | -206.6% | -66.6% |
| 3Y | -11.0% | +346.2% | -357.2% | -63.0% |
| All | -41.4% | +1,029.4% | -1,070.8% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling