-58.7%
NCLH vs AG
+73.4%
-132.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.0% |
| 7D | -6.5% | -5.8% | -0.7% | -5.6% |
| 30D | -22.1% | +6.4% | -28.4% | -23.2% |
| 3M | -18.7% | +28.4% | -47.1% | -22.9% |
| 6M | -28.4% | -24.5% | -3.9% | -26.0% |
| YTD | -34.7% | +21.2% | -55.9% | -39.1% |
| 1Y | -42.7% | +114.1% | -156.8% | -52.5% |
| 3Y | -10.6% | +268.0% | -278.7% | -37.3% |
| 5Y | -40.7% | +67.3% | -108.1% | -53.6% |
| All | -58.7% | +73.4% | -132.1% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling