+500.0%
APP vs NCLH
-39.1%
+539.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +9.5% |
| 7D | +71.2% | +2.0% | +69.2% | +69.0% |
| 30D | +39.1% | +19.1% | +20.0% | +28.2% |
| 3M | +16.5% | -7.5% | +24.0% | +18.7% |
| 6M | -16.6% | +1.0% | -17.5% | -18.8% |
| YTD | -41.9% | -19.7% | -22.2% | -39.4% |
| 1Y | -37.0% | -1.8% | -35.3% | -40.2% |
| 3Y | +892.4% | +36.7% | +855.8% | +667.7% |
| 5Y | +297.3% | -38.0% | +335.3% | +257.4% |
| All | +500.0% | -39.1% | +539.2% | +423.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling