-40.5%
NCLH vs AG
+69.4%
-109.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.9% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -19.9% | +12.5% | -32.4% | -22.0% |
| 3M | -22.0% | +28.2% | -50.1% | -26.3% |
| 6M | -28.3% | -18.8% | -9.5% | -26.8% |
| YTD | -33.5% | +27.4% | -60.8% | -39.2% |
| 1Y | -41.5% | +132.2% | -173.6% | -53.7% |
| 3Y | -8.9% | +286.9% | -295.8% | -41.6% |
| 5Y | -40.5% | +72.8% | -113.2% | -52.4% |
| All | -40.5% | +69.4% | -109.8% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling