-58.0%
NCLH vs AA
+122.9%
-180.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -4.8% | -3.4% | -1.4% | -3.3% |
| 30D | -21.7% | -5.8% | -15.9% | -19.9% |
| 3M | -22.2% | -29.9% | +7.7% | -9.8% |
| 6M | -27.5% | -27.0% | -0.5% | -20.0% |
| YTD | -33.6% | -8.7% | -24.9% | -36.3% |
| 1Y | -45.0% | +50.6% | -95.6% | -60.3% |
| 3Y | -11.0% | +74.1% | -85.1% | -46.3% |
| 5Y | -39.7% | +2.6% | -42.3% | -58.2% |
| All | -58.0% | +122.9% | -180.8% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling