-1.0%
NCLH vs AFL
+18.6%
-19.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.4% |
| 7D | +15.8% | +2.9% | +12.9% | +14.8% |
| 30D | +25.1% | +11.5% | +13.6% | +21.2% |
| 3M | -7.3% | +0.6% | -7.9% | -7.8% |
| 6M | +8.1% | +11.7% | -3.6% | +5.0% |
| YTD | -16.7% | +15.4% | -32.1% | -20.9% |
| 1Y | -1.0% | +17.6% | -18.6% | -7.5% |
| All | -1.0% | +18.6% | -19.6% | -7.5% |
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