+443.7%
APLD vs NCLH
-24.5%
+468.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.1% | -6.5% | +10.6% | +7.8% |
| 30D | -11.7% | -23.3% | +11.6% | +1.2% |
| 3M | -40.3% | -18.6% | -21.7% | -34.7% |
| 6M | -8.0% | -26.2% | +18.3% | +6.5% |
| YTD | +7.5% | -30.2% | +37.8% | +25.1% |
| 1Y | +84.0% | -39.2% | +123.2% | +125.7% |
| 3Y | +356.2% | -5.1% | +361.3% | +299.2% |
| All | +443.7% | -24.5% | +468.2% | +505.2% |
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