+1,395.4%
ASML vs NCLH
-52.5%
+1,447.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.8% |
| 7D | -9.0% | +2.0% | -11.0% | -9.5% |
| 30D | -21.0% | +19.1% | -40.0% | -24.3% |
| 3M | -16.3% | -7.5% | -8.8% | -15.2% |
| 6M | -7.5% | +1.0% | -8.5% | -9.0% |
| YTD | +34.0% | -19.7% | +53.7% | +37.8% |
| 1Y | +39.3% | -1.8% | +41.0% | +36.4% |
| 3Y | +128.9% | +36.7% | +92.2% | +99.6% |
| 5Y | +76.1% | -38.0% | +114.1% | +70.3% |
| All | +1,395.4% | -52.5% | +1,447.9% | +1,393.3% |
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 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