+269.3%
APLD vs NCLH
-8.7%
+278.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.5% |
| 7D | +7.8% | +1.2% | +6.6% | +7.7% |
| 30D | -23.0% | +22.6% | -45.6% | -31.3% |
| 3M | -39.7% | +0.6% | -40.3% | -40.5% |
| 6M | -59.8% | +13.5% | -73.3% | -63.4% |
| YTD | -27.0% | -15.7% | -11.3% | -23.7% |
| 1Y | -37.3% | 0.0% | -37.3% | -40.6% |
| 3Y | +281.9% | +42.8% | +239.1% | +164.3% |
| All | +269.3% | -8.7% | +278.0% | +269.4% |
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