+7,765.4%
AMD vs NCLH
-53.4%
+7,818.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.6% |
| 7D | +18.9% | +0.2% | +18.7% | +18.9% |
| 30D | -6.4% | +20.8% | -27.2% | -10.9% |
| 3M | +10.6% | -8.1% | +18.7% | +12.6% |
| 6M | +19.9% | +11.8% | +8.0% | +15.0% |
| YTD | +149.4% | -19.5% | +168.9% | +156.5% |
| 1Y | +115.4% | -3.2% | +118.6% | +110.7% |
| 3Y | +357.3% | +37.1% | +320.2% | +299.7% |
| 5Y | +261.1% | -29.9% | +291.0% | +245.5% |
| All | +7,765.4% | -53.4% | +7,818.7% | +8,958.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling