+214.5%
BAC vs NCLH
-53.1%
+267.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.7% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | -6.4% | +17.9% | -24.3% | -10.5% |
| 3M | -21.7% | -4.5% | -17.1% | -21.2% |
| 6M | +0.5% | +12.9% | -12.4% | -4.1% |
| YTD | -6.7% | -19.1% | +12.4% | -4.7% |
| 1Y | -4.7% | -4.6% | 0.0% | -6.9% |
| 3Y | +96.1% | +37.0% | +59.1% | +64.7% |
| 5Y | +21.7% | -29.5% | +51.2% | +11.7% |
| All | +214.5% | -53.1% | +267.6% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling