+593.5%
AMGN vs NCLH
-40.8%
+634.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.2% |
| 7D | -11.6% | -4.6% | -7.0% | -11.3% |
| 30D | -5.7% | -19.9% | +14.3% | -4.0% |
| 3M | +14.2% | -22.0% | +36.2% | +16.3% |
| 6M | +5.2% | -28.3% | +33.5% | +7.6% |
| YTD | +22.0% | -33.5% | +55.5% | +25.2% |
| 1Y | +43.6% | -41.5% | +85.1% | +48.5% |
| 3Y | +65.0% | -8.9% | +73.9% | +61.2% |
| 5Y | +112.0% | -40.5% | +152.5% | +108.2% |
| 10Y | +216.6% | -57.0% | +273.5% | +198.9% |
| All | +593.5% | -40.8% | +634.4% | +524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling