-27.6%
NCLH vs ATI
+561.7%
-589.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | +0.9% |
| 7D | +0.2% | +4.2% | -3.9% | -1.5% |
| 30D | +20.8% | -2.5% | +23.3% | +21.5% |
| 3M | -8.1% | -19.4% | +11.3% | -0.5% |
| 6M | +11.8% | +11.1% | +0.8% | +5.2% |
| YTD | -19.5% | +59.5% | -79.1% | -34.7% |
| 1Y | -3.2% | +85.8% | -89.0% | -26.1% |
| 3Y | +37.1% | +311.9% | -274.8% | -28.1% |
| 5Y | -29.9% | +963.2% | -993.2% | -75.0% |
| 10Y | -53.3% | +977.6% | -1,030.9% | -85.1% |
| All | -27.6% | +561.7% | -589.3% | -76.8% |
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 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