+96.6%
BAC vs NCLH
+43.8%
+52.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -1.9% | +1.2% | -3.0% | -2.1% |
| 30D | -7.2% | +22.6% | -29.8% | -11.1% |
| 3M | -20.4% | +0.6% | -21.1% | -20.8% |
| 6M | +1.3% | +13.5% | -12.2% | -2.7% |
| YTD | -6.4% | -15.7% | +9.3% | -5.4% |
| 1Y | -3.5% | 0.0% | -3.5% | -6.5% |
| All | +96.6% | +43.8% | +52.8% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling