+20.6%
ABNB vs NCLH
-42.3%
+62.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.6% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -2.0% | -20.1% | +18.1% | +7.2% |
| 3M | +29.8% | -17.0% | +46.9% | +38.6% |
| 6M | +31.0% | -23.2% | +54.2% | +42.7% |
| YTD | +28.6% | -31.0% | +59.7% | +43.8% |
| 1Y | +40.1% | -37.3% | +77.3% | +60.9% |
| 3Y | +19.7% | -5.6% | +25.3% | +4.2% |
| 5Y | +6.5% | -37.0% | +43.5% | +1.1% |
| All | +20.6% | -42.3% | +62.9% | +17.8% |
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