-68.6%
AAL vs NCLH
-53.4%
-15.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +11.7% | +20.8% | -9.1% | 0.0% |
| 3M | -12.5% | -8.1% | -4.4% | -8.8% |
| 6M | +3.6% | +11.8% | -8.2% | -4.1% |
| YTD | -14.1% | -19.5% | +5.4% | -6.5% |
| 1Y | +0.8% | -3.2% | +4.0% | -1.8% |
| 3Y | +11.8% | +37.1% | -25.3% | -19.1% |
| 5Y | -35.1% | -29.9% | -5.2% | -37.7% |
| All | -68.6% | -53.4% | -15.2% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling