-26.4%
BA vs NCLH
-30.1%
+3.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -7.1% | +20.8% | -27.9% | -12.3% |
| 3M | -25.5% | -8.1% | -17.4% | -24.2% |
| 6M | -28.7% | +11.8% | -40.6% | -31.9% |
| YTD | -21.0% | -19.5% | -1.5% | -19.0% |
| 1Y | -11.9% | -3.2% | -8.6% | -14.7% |
| 3Y | -16.2% | +37.1% | -53.3% | -33.0% |
| All | -26.4% | -30.1% | +3.6% | -28.2% |
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