+43.3%
AMAT vs NCLH
-3.5%
+46.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | -14.7% | +2.0% | -16.7% | -15.0% |
| 30D | -36.1% | +19.1% | -55.2% | -38.2% |
| 3M | -36.9% | -7.5% | -29.4% | -36.1% |
| 6M | -22.2% | +1.0% | -23.2% | -24.1% |
| YTD | +29.9% | -19.7% | +49.6% | +29.3% |
| 1Y | +43.3% | -1.8% | +45.0% | +40.0% |
| All | +43.3% | -3.5% | +46.8% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling