+193.4%
AMAT vs NCLH
-39.5%
+232.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.1% | +4.2% |
| 7D | +7.0% | -0.3% | +7.3% | +7.0% |
| 30D | -12.2% | -20.1% | +7.8% | -8.3% |
| 3M | -3.8% | -17.0% | +13.2% | -1.6% |
| 6M | +45.9% | -23.2% | +69.2% | +50.3% |
| YTD | +84.6% | -31.0% | +115.7% | +91.5% |
| 1Y | +193.4% | -37.3% | +230.6% | +216.8% |
| All | +193.4% | -39.5% | +232.9% | +216.8% |
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