+465.4%
AXP vs NCLH
-55.9%
+521.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | -6.5% | +4.4% | -0.1% |
| 30D | -6.5% | -23.3% | +16.8% | +1.0% |
| 3M | +4.6% | -18.6% | +23.3% | +10.3% |
| 6M | +5.4% | -26.2% | +31.7% | +13.3% |
| YTD | -11.1% | -30.2% | +19.1% | -4.0% |
| 1Y | -0.3% | -39.2% | +38.9% | +11.3% |
| 3Y | +111.6% | -5.1% | +116.6% | +94.0% |
| 5Y | +117.6% | -36.8% | +154.3% | +106.4% |
| All | +465.4% | -55.9% | +521.3% | +356.7% |
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