+392.7%
BAC vs NCLH
-56.9%
+449.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +1.3% |
| 7D | +0.6% | -4.6% | +5.2% | +1.8% |
| 30D | -1.4% | -19.9% | +18.6% | +4.1% |
| 3M | +15.7% | -22.0% | +37.7% | +22.1% |
| 6M | +32.2% | -28.3% | +60.5% | +41.2% |
| YTD | +15.8% | -33.5% | +49.2% | +24.7% |
| 1Y | +27.3% | -41.5% | +68.7% | +40.6% |
| 3Y | +137.5% | -8.9% | +146.3% | +121.6% |
| 5Y | +73.1% | -40.5% | +113.5% | +65.9% |
| All | +392.7% | -56.9% | +449.6% | +353.1% |
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 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