+114.9%
AXP vs NCLH
+37.2%
+77.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +4.4% | +20.8% | -16.3% | -0.7% |
| 3M | -6.4% | -8.1% | +1.7% | -4.8% |
| 6M | +4.2% | +11.8% | -7.7% | -0.3% |
| YTD | -12.4% | -19.5% | +7.2% | -9.9% |
| 1Y | -11.1% | -3.2% | -7.9% | -13.5% |
| 3Y | +114.9% | +37.1% | +77.8% | +96.6% |
| All | +114.9% | +37.2% | +77.7% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling