-26.4%
APP vs NCLH
-5.1%
-21.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.0% |
| 7D | +4.6% | +0.2% | +4.3% | +4.5% |
| 30D | +56.0% | +20.8% | +35.3% | +47.9% |
| 3M | +30.8% | -8.1% | +39.0% | +33.0% |
| 6M | -9.8% | +11.8% | -21.6% | -12.4% |
| YTD | -39.3% | -19.5% | -19.8% | -36.7% |
| 1Y | -26.4% | -3.2% | -23.2% | -18.8% |
| All | -26.4% | -5.1% | -21.3% | -18.8% |
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 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