+459.6%
APLD vs NCLH
-27.9%
+487.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -2.3% |
| 7D | +9.0% | -4.6% | +13.6% | +11.7% |
| 30D | -6.6% | -19.9% | +13.3% | +4.7% |
| 3M | -35.2% | -22.0% | -13.3% | -27.7% |
| 6M | +0.4% | -28.3% | +28.7% | +17.7% |
| YTD | +10.7% | -33.5% | +44.2% | +31.9% |
| 1Y | +78.6% | -41.5% | +120.0% | +123.4% |
| 3Y | +423.9% | -8.9% | +432.8% | +368.3% |
| All | +459.6% | -27.9% | +487.5% | +538.5% |
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