-55.4%
APP vs NCLH
-8.8%
-46.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.8% | +3.9% | +8.9% |
| 7D | +4.5% | +15.8% | -11.3% | +0.5% |
| 30D | -3.6% | +25.1% | -28.7% | -9.2% |
| 3M | -35.3% | -7.3% | -27.9% | -33.9% |
| 6M | -42.8% | +8.1% | -50.9% | -44.1% |
| YTD | -59.7% | -16.7% | -43.0% | -58.3% |
| 1Y | -55.4% | -1.0% | -54.3% | -53.3% |
| All | -55.4% | -8.8% | -46.5% | -53.3% |
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