-10.6%
BA vs NCLH
-8.8%
-1.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.6% | +0.9% |
| 7D | +5.9% | +15.8% | -9.9% | +3.0% |
| 30D | -8.2% | +25.1% | -33.2% | -12.1% |
| 3M | -25.4% | -7.3% | -18.0% | -24.6% |
| 6M | -20.0% | +8.1% | -28.2% | -22.0% |
| YTD | -18.5% | -16.7% | -1.8% | -18.9% |
| 1Y | -10.6% | -1.0% | -9.6% | -13.0% |
| All | -10.6% | -8.8% | -1.8% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling