+1,425.2%
AMAT vs NCLH
-50.1%
+1,475.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.6% |
| 7D | +7.0% | +1.2% | +5.8% | +6.9% |
| 30D | -20.6% | +22.6% | -43.2% | -24.8% |
| 3M | -24.8% | +0.6% | -25.4% | -25.2% |
| 6M | -10.7% | +13.5% | -24.2% | -14.8% |
| YTD | +54.3% | -15.7% | +70.0% | +56.8% |
| 1Y | +73.7% | 0.0% | +73.7% | +68.3% |
| 3Y | +168.4% | +42.8% | +125.6% | +126.2% |
| 5Y | +167.6% | -28.4% | +196.0% | +150.2% |
| 10Y | +1,425.2% | -51.0% | +1,476.2% | +1,365.5% |
| All | +1,425.2% | -50.1% | +1,475.2% | +1,365.5% |
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