-37.2%
NCLH vs AG
+9.3%
-46.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.1% |
| 7D | -6.5% | +1.0% | -7.5% | -6.6% |
| 30D | -23.3% | +19.2% | -42.5% | -25.2% |
| 3M | -18.6% | +6.2% | -24.8% | -19.8% |
| 6M | -26.2% | -26.7% | +0.4% | -24.3% |
| YTD | -30.2% | +26.1% | -56.4% | -33.8% |
| 1Y | -39.2% | +131.7% | -170.8% | -46.9% |
| 3Y | -5.1% | +255.3% | -260.4% | -24.5% |
| 5Y | -36.8% | +61.9% | -98.7% | -46.4% |
| 10Y | -56.3% | +72.0% | -128.3% | -65.2% |
| All | -37.2% | +9.3% | -46.5% | -50.1% |
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