+424.9%
AXP vs NCLH
-50.1%
+475.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -2.9% | +1.2% | -4.0% | -3.2% |
| 30D | +3.7% | +22.6% | -18.9% | -2.8% |
| 3M | -4.9% | +0.6% | -5.5% | -5.7% |
| 6M | +4.1% | +13.5% | -9.5% | -1.6% |
| YTD | -11.7% | -15.7% | +4.0% | -10.3% |
| 1Y | -11.7% | 0.0% | -11.7% | -15.2% |
| 3Y | +116.5% | +42.8% | +73.7% | +74.9% |
| 5Y | +89.5% | -28.4% | +117.9% | +72.9% |
| 10Y | +424.9% | -51.0% | +475.9% | +292.3% |
| All | +424.9% | -50.1% | +475.0% | +292.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling