-44.0%
ACHR vs NCLH
-41.9%
-2.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.7% |
| 7D | -2.3% | -4.8% | +2.5% | -0.2% |
| 30D | -11.3% | -21.7% | +10.4% | -1.6% |
| 3M | +5.3% | -22.2% | +27.5% | +15.3% |
| 6M | -13.2% | -27.5% | +14.3% | -2.9% |
| YTD | -25.8% | -33.6% | +7.8% | -15.6% |
| 1Y | -34.3% | -45.0% | +10.7% | -19.4% |
| 3Y | -19.9% | -11.0% | -8.9% | -25.8% |
| 5Y | -42.7% | -39.7% | -2.9% | -45.3% |
| All | -44.0% | -41.9% | -2.2% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling