+367.9%
APP vs NCLH
-49.6%
+417.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.8% |
| 7D | -4.4% | -4.6% | +0.2% | -2.5% |
| 30D | -10.0% | -19.9% | +9.9% | -1.5% |
| 3M | -41.4% | -22.0% | -19.5% | -35.5% |
| 6M | -41.0% | -28.3% | -12.7% | -33.7% |
| YTD | -54.7% | -33.5% | -21.3% | -48.3% |
| 1Y | -45.3% | -41.5% | -3.9% | -34.8% |
| 3Y | +624.3% | -8.9% | +633.2% | +570.7% |
| 5Y | +329.1% | -40.5% | +369.6% | +310.8% |
| All | +367.9% | -49.6% | +417.4% | +346.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling