-10.1%
BA vs NCLH
-39.6%
+29.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.4% |
| 7D | -1.2% | -4.6% | +3.5% | -0.3% |
| 30D | -11.3% | -19.9% | +8.6% | -7.7% |
| 3M | -3.8% | -22.0% | +18.2% | +0.1% |
| 6M | -8.3% | -28.3% | +20.0% | -4.7% |
| YTD | -4.9% | -33.5% | +28.5% | -1.0% |
| 1Y | -10.1% | -41.5% | +31.4% | -8.3% |
| All | -10.1% | -39.6% | +29.6% | -8.3% |
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 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