+348.0%
AMD vs NCLH
-5.2%
+353.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | -6.5% | +9.1% | +4.8% |
| 30D | -0.9% | -23.3% | +22.4% | +7.8% |
| 3M | -8.7% | -18.6% | +9.9% | -3.9% |
| 6M | +136.3% | -26.2% | +162.6% | +154.9% |
| YTD | +123.0% | -30.2% | +153.2% | +141.1% |
| 1Y | +195.2% | -39.2% | +234.3% | +232.2% |
| All | +348.0% | -5.2% | +353.2% | +318.2% |
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 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