-10.5%
NCLH vs UMAC
+473.8%
-484.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.8% |
| 7D | -4.8% | -3.4% | -1.4% | -4.7% |
| 30D | -21.7% | -15.1% | -6.6% | -21.3% |
| 3M | -22.2% | -10.8% | -11.5% | -22.4% |
| 6M | -27.5% | +15.7% | -43.2% | -29.6% |
| YTD | -33.6% | +80.1% | -113.7% | -37.3% |
| 1Y | -45.0% | +116.7% | -161.7% | -48.8% |
| All | -10.5% | +473.8% | -484.2% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling