+128.9%
ASML vs NCLH
+28.8%
+100.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.8% |
| 7D | -9.0% | +2.0% | -11.0% | -9.6% |
| 30D | -21.0% | +19.1% | -40.0% | -24.8% |
| 3M | -16.3% | -7.5% | -8.8% | -15.0% |
| 6M | -7.5% | +1.0% | -8.5% | -9.6% |
| YTD | +34.0% | -19.7% | +53.7% | +37.7% |
| 1Y | +39.3% | -1.8% | +41.0% | +35.1% |
| 3Y | +128.9% | +36.7% | +92.2% | +98.1% |
| All | +128.9% | +28.8% | +100.0% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling