+2,119.4%
APH vs NCLH
-38.0%
+2,157.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | -6.5% | +11.4% | +6.2% |
| 30D | -3.9% | -23.3% | +19.4% | +0.9% |
| 3M | +13.0% | -18.6% | +31.6% | +16.7% |
| 6M | +25.2% | -26.2% | +51.4% | +31.1% |
| YTD | +22.9% | -30.2% | +53.2% | +29.5% |
| 1Y | +47.8% | -39.2% | +87.0% | +58.8% |
| 3Y | +283.0% | -5.1% | +288.1% | +265.7% |
| 5Y | +349.7% | -36.8% | +386.4% | +335.4% |
| 10Y | +1,061.2% | -56.3% | +1,117.5% | +928.8% |
| All | +2,119.4% | -38.0% | +2,157.4% | +1,827.0% |
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 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