+174.1%
BA vs NCLH
-26.6%
+200.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.6% |
| 7D | -1.7% | +2.7% | -4.5% | -2.8% |
| 30D | -9.5% | +18.4% | -27.8% | -15.5% |
| 3M | -26.5% | -4.3% | -22.2% | -26.0% |
| 6M | -27.4% | +7.9% | -35.3% | -30.9% |
| YTD | -20.6% | -17.4% | -3.2% | -18.9% |
| 1Y | -11.4% | -3.4% | -8.1% | -15.2% |
| 3Y | -10.8% | +44.4% | -55.3% | -34.2% |
| 5Y | -21.9% | -33.7% | +11.8% | -29.6% |
| 10Y | +28.1% | -48.1% | +76.3% | -8.2% |
| All | +174.1% | -26.6% | +200.7% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling