-37.2%
NCLH vs ATI
+661.3%
-698.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.3% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -23.3% | +2.7% | -26.0% | -24.5% |
| 3M | -18.6% | +16.3% | -34.9% | -24.3% |
| 6M | -26.2% | +30.2% | -56.4% | -34.5% |
| YTD | -30.2% | +83.6% | -113.8% | -46.2% |
| 1Y | -39.2% | +173.0% | -212.2% | -60.3% |
| 3Y | -5.1% | +356.6% | -361.7% | -52.1% |
| 5Y | -36.8% | +1,074.2% | -1,111.0% | -78.3% |
| 10Y | -56.3% | +1,136.2% | -1,192.5% | -86.8% |
| All | -37.2% | +661.3% | -698.5% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling