-5.2%
AAL vs NCLH
-38.7%
+33.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -19.0% | -20.1% | +1.0% | -8.4% |
| 3M | -5.1% | -17.0% | +12.0% | +4.8% |
| 6M | +15.5% | -23.2% | +38.7% | +31.7% |
| YTD | -15.8% | -31.0% | +15.3% | +0.3% |
| 1Y | -0.3% | -37.3% | +37.0% | +23.5% |
| 3Y | -7.7% | -5.6% | -2.1% | -16.7% |
| 5Y | -32.5% | -37.0% | +4.5% | -30.5% |
| 10Y | -66.0% | -55.3% | -10.7% | -67.6% |
| All | -5.2% | -38.7% | +33.5% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling