+114.5%
AXP vs NCLH
-39.0%
+153.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.4% |
| 7D | -2.5% | -4.6% | +2.1% | -1.2% |
| 30D | -5.0% | -19.9% | +14.9% | +0.7% |
| 3M | +1.4% | -22.0% | +23.3% | +7.5% |
| 6M | +6.0% | -28.3% | +34.3% | +14.0% |
| YTD | -12.3% | -33.5% | +21.2% | -4.7% |
| 1Y | +0.3% | -41.5% | +41.7% | +12.0% |
| 3Y | +111.7% | -8.9% | +120.5% | +98.9% |
| 5Y | +114.5% | -40.5% | +155.0% | +112.6% |
| All | +114.5% | -39.0% | +153.6% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling