+506.6%
APP vs NCLH
-37.1%
+543.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -4.0% | -3.7% |
| 7D | +61.1% | +6.3% | +54.8% | +56.6% |
| 30D | +42.8% | +18.9% | +23.9% | +31.8% |
| 3M | +16.7% | -0.2% | +16.9% | +15.2% |
| 6M | -15.6% | +8.4% | -24.0% | -20.2% |
| YTD | -41.3% | -17.1% | -24.2% | -39.5% |
| 1Y | -39.3% | -2.8% | -36.5% | -42.0% |
| 3Y | +803.2% | +40.4% | +762.8% | +590.9% |
| 5Y | +313.2% | -30.8% | +343.9% | +261.7% |
| All | +506.6% | -37.1% | +543.7% | +422.3% |
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