-45.0%
NCLH vs A
+18.0%
-63.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -0.9% | +0.7% |
| 7D | -4.8% | -2.6% | -2.2% | -3.9% |
| 30D | -21.7% | -0.9% | -20.8% | -21.5% |
| 3M | -22.2% | +13.6% | -35.9% | -26.3% |
| 6M | -27.5% | +27.8% | -55.4% | -34.5% |
| YTD | -33.6% | +8.6% | -42.2% | -36.4% |
| 1Y | -45.0% | +16.9% | -61.9% | -46.6% |
| All | -45.0% | +18.0% | -63.0% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling