+1,162.1%
AMAT vs NCLH
-52.5%
+1,214.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | -14.7% | +2.0% | -16.7% | -15.2% |
| 30D | -36.1% | +19.1% | -55.2% | -39.0% |
| 3M | -36.9% | -7.5% | -29.4% | -35.9% |
| 6M | -22.2% | +1.0% | -23.2% | -23.5% |
| YTD | +29.9% | -19.7% | +49.6% | +33.6% |
| 1Y | +43.3% | -1.8% | +45.0% | +39.2% |
| 3Y | +142.7% | +36.7% | +106.0% | +106.8% |
| 5Y | +126.2% | -38.0% | +164.3% | +118.7% |
| All | +1,162.1% | -52.5% | +1,214.5% | +1,158.2% |
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