-28.3%
NCLH vs AGI
-23.6%
-4.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.9% |
| 7D | -4.6% | +2.2% | -6.8% | -5.3% |
| 30D | -19.9% | +11.3% | -31.2% | -22.8% |
| 3M | -22.0% | +5.6% | -27.6% | -23.6% |
| 6M | -28.3% | -27.7% | -0.6% | -18.3% |
| All | -28.3% | -23.6% | -4.7% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling