-39.2%
NCLH vs UMAC
+164.0%
-203.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | 0.0% |
| 7D | -6.5% | -0.9% | -5.6% | -6.4% |
| 30D | -23.3% | -7.7% | -15.6% | -23.2% |
| 3M | -18.6% | -26.4% | +7.8% | -17.5% |
| 6M | -26.2% | +61.9% | -88.1% | -30.5% |
| YTD | -30.2% | +86.5% | -116.7% | -36.8% |
| 1Y | -39.2% | +156.3% | -195.5% | -43.9% |
| All | -39.2% | +164.0% | -203.2% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling