-35.2%
AAL vs NCLH
-30.1%
-5.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +11.7% | +20.8% | -9.1% | +0.8% |
| 3M | -12.5% | -8.1% | -4.4% | -9.0% |
| 6M | +3.6% | +11.8% | -8.2% | -3.4% |
| YTD | -14.1% | -19.5% | +5.4% | -6.9% |
| 1Y | +0.8% | -3.2% | +4.0% | -1.4% |
| 3Y | +11.8% | +37.1% | -25.3% | -16.9% |
| All | -35.2% | -30.1% | -5.1% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling