+57.7%
AMGN vs NCLH
-10.7%
+68.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.5% |
| 7D | -13.7% | -4.8% | -8.9% | -13.3% |
| 30D | -8.8% | -21.7% | +12.9% | -6.9% |
| 3M | +7.2% | -22.2% | +29.4% | +9.3% |
| 6M | +1.3% | -27.5% | +28.8% | +3.6% |
| YTD | +17.6% | -33.6% | +51.2% | +20.8% |
| 1Y | +37.2% | -45.0% | +82.2% | +42.5% |
| 3Y | +57.7% | -11.0% | +68.8% | +53.6% |
| All | +57.7% | -10.7% | +68.4% | +53.6% |
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 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