+391.9%
BAC vs NCLH
-57.7%
+449.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -0.3% | -6.5% | +6.3% | +1.4% |
| 30D | -1.8% | -22.1% | +20.3% | +4.4% |
| 3M | +15.3% | -18.7% | +34.0% | +20.4% |
| 6M | +30.2% | -28.4% | +58.6% | +39.1% |
| YTD | +15.6% | -34.7% | +50.3% | +25.1% |
| 1Y | +27.5% | -42.7% | +70.2% | +41.5% |
| 3Y | +137.0% | -10.6% | +147.6% | +122.3% |
| 5Y | +75.6% | -40.7% | +116.3% | +68.4% |
| All | +391.9% | -57.7% | +449.5% | +354.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling