-56.6%
NCLH vs AG
+76.0%
-132.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.1% |
| 7D | +0.2% | -10.0% | +10.2% | +2.2% |
| 30D | +20.8% | -10.5% | +31.3% | +23.2% |
| 3M | -8.1% | -27.3% | +19.1% | -3.2% |
| 6M | +11.8% | -43.0% | +54.8% | +22.3% |
| YTD | -19.5% | -17.9% | -1.6% | -19.9% |
| 1Y | -3.2% | +11.9% | -15.2% | -9.7% |
| 3Y | +37.1% | +201.8% | -164.7% | -2.6% |
| 5Y | -29.9% | -0.1% | -29.9% | -40.6% |
| All | -56.6% | +76.0% | -132.6% | -69.7% |
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