+1,990.1%
AAPL vs NCLH
-40.8%
+2,030.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | -3.0% | -4.6% | +1.7% | -2.2% |
| 30D | +2.3% | -19.9% | +22.2% | +5.9% |
| 3M | +8.6% | -22.0% | +30.6% | +12.4% |
| 6M | +21.6% | -28.3% | +49.9% | +26.9% |
| YTD | +16.3% | -33.5% | +49.8% | +22.2% |
| 1Y | +35.1% | -41.5% | +76.5% | +44.0% |
| 3Y | +79.4% | -8.9% | +88.3% | +72.3% |
| 5Y | +109.8% | -40.5% | +150.3% | +104.7% |
| 10Y | +1,237.1% | -57.0% | +1,294.0% | +1,140.5% |
| All | +1,990.1% | -40.8% | +2,030.9% | +1,833.5% |
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