+1,670.8%
ASML vs NCLH
-55.9%
+1,726.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | -6.5% | +7.6% | +2.7% |
| 30D | +2.2% | -23.3% | +25.5% | +8.5% |
| 3M | -2.3% | -18.6% | +16.3% | +1.6% |
| 6M | +23.0% | -26.2% | +49.2% | +30.6% |
| YTD | +61.1% | -30.2% | +91.3% | +71.8% |
| 1Y | +129.1% | -39.2% | +168.3% | +150.2% |
| 3Y | +165.4% | -5.1% | +170.4% | +151.1% |
| 5Y | +109.5% | -36.8% | +146.2% | +103.7% |
| All | +1,670.8% | -55.9% | +1,726.7% | +1,597.2% |
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