+123.1%
ASML vs NCLH
-39.5%
+162.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +6.0% | -0.3% | +6.2% | +6.0% |
| 30D | +1.4% | -20.1% | +21.4% | +7.2% |
| 3M | +1.0% | -17.0% | +18.1% | +4.1% |
| 6M | +37.0% | -23.2% | +60.2% | +42.9% |
| YTD | +65.8% | -31.0% | +96.8% | +75.0% |
| 1Y | +123.1% | -37.3% | +160.4% | +139.1% |
| All | +123.1% | -39.5% | +162.6% | +139.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling