+234.0%
AMD vs NCLH
-39.5%
+273.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.1% |
| 7D | +10.0% | -0.3% | +10.3% | +10.1% |
| 30D | +4.6% | -20.1% | +24.7% | +9.7% |
| 3M | +3.1% | -17.0% | +20.2% | +5.4% |
| 6M | +162.8% | -23.2% | +186.1% | +168.4% |
| YTD | +136.2% | -31.0% | +167.2% | +142.8% |
| 1Y | +234.0% | -37.3% | +271.3% | +247.2% |
| All | +234.0% | -39.5% | +273.5% | +247.2% |
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