+17.6%
ABNB vs NCLH
-44.4%
+62.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.8% |
| 7D | -6.5% | -4.8% | -1.6% | -4.5% |
| 30D | -5.5% | -21.7% | +16.2% | +4.3% |
| 3M | +30.0% | -22.2% | +52.3% | +42.9% |
| 6M | +27.6% | -27.5% | +55.1% | +42.4% |
| YTD | +25.4% | -33.6% | +59.0% | +42.4% |
| 1Y | +38.3% | -45.0% | +83.3% | +68.4% |
| 3Y | +15.5% | -11.0% | +26.6% | +3.3% |
| 5Y | +3.0% | -39.7% | +42.8% | -0.4% |
| All | +17.6% | -44.4% | +62.0% | +16.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling