+1.5%
ABNB vs NCLH
-42.0%
+43.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.4% |
| 7D | -9.5% | -6.5% | -3.0% | -6.9% |
| 30D | -9.4% | -22.1% | +12.7% | +0.5% |
| 3M | +29.9% | -18.7% | +48.6% | +40.2% |
| 6M | +26.6% | -28.4% | +55.0% | +42.4% |
| YTD | +23.5% | -34.7% | +58.2% | +41.8% |
| 1Y | +35.8% | -42.7% | +78.6% | +63.1% |
| 3Y | +15.0% | -10.6% | +25.6% | +0.7% |
| 5Y | +1.5% | -40.7% | +42.2% | +2.1% |
| All | +1.5% | -42.0% | +43.5% | +2.1% |
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 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