+403.2%
APLD vs NCLH
-5.2%
+408.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.1% | -6.5% | +10.6% | +7.4% |
| 30D | -11.7% | -23.3% | +11.6% | -0.3% |
| 3M | -40.3% | -18.6% | -21.7% | -35.3% |
| 6M | -8.0% | -26.2% | +18.3% | +4.5% |
| YTD | +7.5% | -30.2% | +37.8% | +22.7% |
| 1Y | +84.0% | -39.2% | +123.2% | +120.9% |
| All | +403.2% | -5.2% | +408.4% | +358.6% |
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