+237.5%
BA vs NCLH
-38.0%
+275.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | -6.5% | +7.6% | +3.7% |
| 30D | -11.6% | -23.3% | +11.7% | -2.6% |
| 3M | -2.4% | -18.6% | +16.2% | +4.3% |
| 6M | -6.6% | -26.2% | +19.6% | +2.4% |
| YTD | -2.2% | -30.2% | +28.0% | +7.2% |
| 1Y | -8.0% | -39.2% | +31.1% | +4.8% |
| 3Y | -5.0% | -5.1% | +0.1% | -17.6% |
| 5Y | -2.7% | -36.8% | +34.0% | -10.9% |
| 10Y | +75.9% | -56.3% | +132.2% | +34.7% |
| All | +237.5% | -38.0% | +275.5% | +165.8% |
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