-40.5%
NCLH vs AA
+15.6%
-56.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -2.8% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | -19.9% | -1.6% | -18.4% | -19.9% |
| 3M | -22.0% | -29.8% | +7.8% | -12.3% |
| 6M | -28.3% | -16.6% | -11.7% | -26.4% |
| YTD | -33.5% | -4.0% | -29.4% | -36.7% |
| 1Y | -41.5% | +63.5% | -105.0% | -56.2% |
| 3Y | -8.9% | +86.8% | -95.7% | -40.5% |
| 5Y | -40.5% | +12.4% | -52.8% | -55.9% |
| All | -40.5% | +15.6% | -56.0% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling