+627.9%
BAC vs NCLH
-38.0%
+665.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | -6.5% | +7.6% | +2.8% |
| 30D | -0.4% | -23.3% | +22.9% | +6.3% |
| 3M | +16.9% | -18.6% | +35.5% | +22.1% |
| 6M | +26.6% | -26.2% | +52.9% | +34.4% |
| YTD | +15.8% | -30.2% | +46.0% | +23.4% |
| 1Y | +27.2% | -39.2% | +66.3% | +39.2% |
| 3Y | +132.4% | -5.1% | +137.5% | +114.5% |
| 5Y | +72.6% | -36.8% | +109.3% | +62.6% |
| 10Y | +389.7% | -56.3% | +446.0% | +317.2% |
| All | +627.9% | -38.0% | +665.8% | +470.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling