-29.6%
NCLH vs AFRM
-56.8%
+27.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | +0.2% | -4.4% | +4.6% | +1.6% |
| 30D | +20.8% | -7.7% | +28.4% | +23.8% |
| 3M | -8.1% | -16.9% | +8.7% | -3.3% |
| 6M | +11.8% | +2.5% | +9.3% | +10.0% |
| YTD | -19.5% | -12.5% | -7.0% | -18.3% |
| 1Y | -3.2% | -11.0% | +7.8% | -2.7% |
| 3Y | +37.1% | +184.6% | -147.5% | -14.2% |
| All | -29.6% | -56.8% | +27.2% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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