+20.6%
BAC vs NCLH
-29.7%
+50.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.2% |
| 3M | -20.4% | +0.6% | -21.1% | -20.9% |
| 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% | -6.3% |
| 3Y | +96.7% | +42.8% | +53.9% | +69.9% |
| 5Y | +20.6% | -28.4% | +49.0% | +12.9% |
| All | +20.6% | -29.7% | +50.3% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling