-7.5%
ASML vs NCLH
+2.1%
-9.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.9% |
| 7D | -9.0% | +2.0% | -11.0% | -9.2% |
| 30D | -21.0% | +19.1% | -40.0% | -23.1% |
| 3M | -16.3% | -7.5% | -8.8% | -15.8% |
| 6M | -7.5% | +1.0% | -8.5% | -13.4% |
| All | -7.5% | +2.1% | -9.6% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling