+26.4%
AGG vs NCLH
-40.8%
+67.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.2% |
| 7D | -0.2% | -4.6% | +4.5% | -0.1% |
| 30D | -0.2% | -19.9% | +19.7% | 0.0% |
| 3M | -0.7% | -22.0% | +21.3% | -0.4% |
| 6M | -1.8% | -28.3% | +26.5% | -1.5% |
| YTD | -0.6% | -33.5% | +32.9% | -0.2% |
| 1Y | +0.4% | -41.5% | +41.8% | +0.8% |
| 3Y | +13.2% | -8.9% | +22.1% | +12.8% |
| 5Y | -2.0% | -40.5% | +38.5% | -2.3% |
| 10Y | +15.1% | -57.0% | +72.0% | +10.6% |
| All | +26.4% | -40.8% | +67.2% | +21.4% |
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