+3,847.4%
ANET vs NCLH
-56.9%
+3,904.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.3% |
| 7D | +3.0% | -4.8% | +7.8% | +3.9% |
| 30D | -5.2% | -21.7% | +16.5% | -1.0% |
| 3M | +27.6% | -22.2% | +49.9% | +32.7% |
| 6M | +44.4% | -27.5% | +71.9% | +51.0% |
| YTD | +52.3% | -33.6% | +85.9% | +60.5% |
| 1Y | +30.4% | -45.0% | +75.4% | +41.5% |
| 3Y | +313.3% | -11.0% | +324.3% | +300.6% |
| 5Y | +810.0% | -39.7% | +849.8% | +788.7% |
| All | +3,847.4% | -56.9% | +3,904.3% | +3,836.0% |
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