-27.6%
NCLH vs AG
-28.9%
+1.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.2% |
| 7D | +0.2% | -10.0% | +10.2% | +1.6% |
| 30D | +20.8% | -10.5% | +31.3% | +22.4% |
| 3M | -8.1% | -27.3% | +19.1% | -4.8% |
| 6M | +11.8% | -43.0% | +54.8% | +18.8% |
| YTD | -19.5% | -17.9% | -1.6% | -19.5% |
| 1Y | -3.2% | +11.9% | -15.2% | -7.1% |
| 3Y | +37.1% | +201.8% | -164.7% | +11.7% |
| 5Y | -29.9% | -0.1% | -29.9% | -37.1% |
| 10Y | -53.3% | +72.7% | -126.0% | -60.8% |
| All | -27.6% | -28.9% | +1.3% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling