-37.2%
NCLH vs A
+436.8%
-474.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | -6.5% | -1.9% | -4.5% | -5.2% |
| 30D | -23.3% | +6.9% | -30.2% | -27.0% |
| 3M | -18.6% | +9.2% | -27.8% | -23.9% |
| 6M | -26.2% | +25.7% | -51.9% | -38.1% |
| YTD | -30.2% | +11.5% | -41.8% | -36.5% |
| 1Y | -39.2% | +18.4% | -57.5% | -47.5% |
| 3Y | -5.1% | +26.6% | -31.7% | -24.3% |
| 5Y | -36.8% | -12.8% | -23.9% | -35.4% |
| 10Y | -56.3% | +247.2% | -303.5% | -81.2% |
| All | -37.2% | +436.8% | -474.0% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling