-64.8%
AAL vs NCLH
-56.9%
-7.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | -0.9% | -4.8% | +3.9% | +1.8% |
| 30D | -12.9% | -21.7% | +8.8% | -0.1% |
| 3M | -11.2% | -22.2% | +11.1% | +1.6% |
| 6M | +17.8% | -27.5% | +45.4% | +39.1% |
| YTD | -15.1% | -33.6% | +18.5% | +3.4% |
| 1Y | +0.5% | -45.0% | +45.5% | +34.7% |
| 3Y | -7.7% | -11.0% | +3.4% | -14.4% |
| 5Y | -31.3% | -39.7% | +8.4% | -28.0% |
| All | -64.8% | -56.9% | -7.9% | -62.1% |
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