+318.8%
ABT vs NCLH
-38.7%
+357.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | -3.1% | -0.3% | -2.9% | -3.1% |
| 30D | -2.1% | -20.1% | +17.9% | -0.3% |
| 3M | +17.4% | -17.0% | +34.5% | +19.0% |
| 6M | -2.4% | -23.2% | +20.8% | -0.6% |
| YTD | -14.2% | -31.0% | +16.8% | -12.2% |
| 1Y | -18.3% | -37.3% | +18.9% | -16.0% |
| 3Y | +11.5% | -5.6% | +17.1% | +7.9% |
| 5Y | -9.9% | -37.0% | +27.1% | -12.7% |
| 10Y | +204.4% | -55.3% | +259.6% | +185.8% |
| All | +318.8% | -38.7% | +357.5% | +305.0% |
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