-12.0%
NCLH vs UMAC
+488.3%
-500.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.7% |
| 7D | -6.5% | -4.0% | -2.5% | -6.4% |
| 30D | -22.1% | -9.4% | -12.7% | -21.9% |
| 3M | -18.7% | +3.0% | -21.7% | -19.4% |
| 6M | -28.4% | +27.2% | -55.6% | -30.8% |
| YTD | -34.7% | +84.7% | -119.4% | -38.4% |
| 1Y | -42.7% | +136.5% | -179.2% | -46.9% |
| All | -12.0% | +488.3% | -500.2% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling