-35.9%
APP vs NCLH
-38.5%
+2.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +0.9% | -6.5% | +7.4% | +2.5% |
| 30D | -23.3% | -23.3% | 0.0% | -18.1% |
| 3M | -42.6% | -18.6% | -24.0% | -39.7% |
| 6M | -33.6% | -26.2% | -7.4% | -29.3% |
| YTD | -52.4% | -30.2% | -22.2% | -48.8% |
| 1Y | -35.9% | -39.2% | +3.3% | -33.9% |
| All | -35.9% | -38.5% | +2.6% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling