-41.4%
NCLH vs AFL
+133.8%
-175.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -4.8% | -1.6% | -3.2% | -3.7% |
| 30D | -21.7% | -4.0% | -17.6% | -19.5% |
| 3M | -22.2% | -0.5% | -21.7% | -22.1% |
| 6M | -27.5% | +6.5% | -34.1% | -31.4% |
| YTD | -33.6% | +6.2% | -39.8% | -37.1% |
| 1Y | -45.0% | +8.3% | -53.3% | -48.9% |
| 3Y | -11.0% | +62.5% | -73.6% | -44.8% |
| All | -41.4% | +133.8% | -175.2% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling