+153.3%
AMAT vs NCLH
+37.2%
+116.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | +11.4% | +0.2% | +11.1% | +11.4% |
| 30D | -17.0% | +20.8% | -37.8% | -21.1% |
| 3M | -30.6% | -8.1% | -22.5% | -29.3% |
| 6M | -14.9% | +11.8% | -26.8% | -18.9% |
| YTD | +44.7% | -19.5% | +64.2% | +48.3% |
| 1Y | +66.9% | -3.2% | +70.1% | +61.5% |
| 3Y | +153.3% | +37.1% | +116.2% | +139.3% |
| All | +153.3% | +37.2% | +116.1% | +139.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling