-40.1%
NCLH vs AFL
+516.0%
-556.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | -4.6% | -2.1% | -2.5% | -2.5% |
| 30D | -19.9% | -5.4% | -14.5% | -15.4% |
| 3M | -22.0% | -0.3% | -21.7% | -22.2% |
| 6M | -28.3% | +5.2% | -33.5% | -33.0% |
| YTD | -33.5% | +5.7% | -39.1% | -38.3% |
| 1Y | -41.5% | +10.2% | -51.7% | -48.4% |
| 3Y | -8.9% | +63.4% | -72.3% | -51.0% |
| 5Y | -40.5% | +133.0% | -173.5% | -78.9% |
| 10Y | -57.0% | +299.5% | -356.5% | -89.9% |
| All | -40.1% | +516.0% | -556.1% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling