+95.5%
AMD vs NCLH
-8.8%
+104.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | -0.4% |
| 7D | -15.5% | +15.8% | -31.3% | -18.2% |
| 30D | -22.6% | +25.1% | -47.7% | -26.4% |
| 3M | -5.7% | -7.3% | +1.6% | -4.5% |
| 6M | +43.1% | +8.1% | +35.0% | +36.0% |
| YTD | +128.2% | -16.7% | +144.9% | +121.2% |
| 1Y | +95.5% | -1.0% | +96.5% | +84.6% |
| All | +95.5% | -8.8% | +104.3% | +84.6% |
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 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