+82.7%
ASML vs NCLH
-30.1%
+112.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -9.3% | +20.8% | -30.0% | -14.7% |
| 3M | -19.0% | -8.1% | -10.8% | -17.3% |
| 6M | -5.2% | +11.8% | -17.0% | -10.3% |
| YTD | +40.6% | -19.5% | +60.1% | +45.4% |
| 1Y | +47.5% | -3.2% | +50.7% | +43.4% |
| 3Y | +133.9% | +37.1% | +96.8% | +87.1% |
| All | +82.7% | -30.1% | +112.8% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling