+527.5%
APP vs NCLH
-39.0%
+566.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | +4.6% | +0.2% | +4.3% | +4.5% |
| 30D | +56.0% | +20.8% | +35.3% | +43.0% |
| 3M | +30.8% | -8.1% | +39.0% | +33.7% |
| 6M | -9.8% | +11.8% | -21.6% | -15.8% |
| YTD | -39.3% | -19.5% | -19.8% | -36.7% |
| 1Y | -26.4% | -3.2% | -23.2% | -29.7% |
| 3Y | +887.9% | +37.1% | +850.8% | +662.9% |
| 5Y | +264.1% | -29.9% | +294.0% | +220.6% |
| All | +527.5% | -39.0% | +566.4% | +446.9% |
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 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