+640.8%
APP vs NCLH
-6.4%
+647.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | +0.1% | -0.3% | +0.3% | +0.2% |
| 30D | -10.0% | -20.1% | +10.0% | -1.9% |
| 3M | -44.6% | -17.0% | -27.6% | -40.8% |
| 6M | -37.9% | -23.2% | -14.6% | -32.3% |
| YTD | -53.7% | -31.0% | -22.6% | -48.0% |
| 1Y | -43.0% | -37.3% | -5.7% | -34.1% |
| 3Y | +640.8% | -5.6% | +646.3% | +583.5% |
| All | +640.8% | -6.4% | +647.2% | +583.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling