+4,226.9%
AMAT vs NCLH
-38.0%
+4,264.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | -6.5% | +5.0% | +0.2% |
| 30D | -14.8% | -23.3% | +8.5% | -8.9% |
| 3M | -9.3% | -18.6% | +9.3% | -5.2% |
| 6M | +27.4% | -26.2% | +53.6% | +35.9% |
| YTD | +77.6% | -30.2% | +107.8% | +90.1% |
| 1Y | +188.9% | -39.2% | +228.1% | +218.0% |
| 3Y | +202.3% | -5.1% | +207.4% | +182.2% |
| 5Y | +248.9% | -36.8% | +285.7% | +238.3% |
| 10Y | +1,585.2% | -56.3% | +1,641.5% | +1,411.7% |
| All | +4,226.9% | -38.0% | +4,264.9% | +3,646.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling