+2,729.8%
ASML vs NCLH
-38.0%
+2,767.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | -6.5% | +7.6% | +2.7% |
| 30D | +2.2% | -23.3% | +25.5% | +8.5% |
| 3M | -2.3% | -18.6% | +16.3% | +1.6% |
| 6M | +23.0% | -26.2% | +49.2% | +30.6% |
| YTD | +61.1% | -30.2% | +91.3% | +71.9% |
| 1Y | +129.1% | -39.2% | +168.3% | +150.4% |
| 3Y | +165.4% | -5.1% | +170.4% | +150.9% |
| 5Y | +109.5% | -36.8% | +146.2% | +104.0% |
| 10Y | +1,645.7% | -56.3% | +1,702.0% | +1,451.4% |
| All | +2,729.8% | -38.0% | +2,767.7% | +2,315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling