-41.4%
NCLH vs AGI
+400.3%
-441.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -4.8% | -2.7% | -2.1% | -4.4% |
| 30D | -21.7% | +7.2% | -28.9% | -22.6% |
| 3M | -22.2% | +4.3% | -26.5% | -23.1% |
| 6M | -27.5% | -27.1% | -0.4% | -24.8% |
| YTD | -33.6% | -6.6% | -27.0% | -33.9% |
| 1Y | -45.0% | +9.5% | -54.5% | -46.7% |
| 3Y | -11.0% | +208.4% | -219.5% | -33.0% |
| All | -41.4% | +400.3% | -441.7% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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