-39.2%
NCLH vs AFL
+11.7%
-50.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | -6.5% | +0.6% | -7.1% | -6.6% |
| 30D | -23.3% | -6.2% | -17.1% | -22.2% |
| 3M | -18.6% | +2.2% | -20.8% | -18.3% |
| 6M | -26.2% | +5.3% | -31.5% | -27.7% |
| YTD | -30.2% | +8.0% | -38.2% | -32.1% |
| 1Y | -39.2% | +10.2% | -49.4% | -40.4% |
| All | -39.2% | +11.7% | -50.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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