-40.1%
NCLH vs AGI
+160.6%
-200.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.6% |
| 7D | -4.6% | +2.2% | -6.8% | -4.7% |
| 30D | -19.9% | +11.3% | -31.2% | -20.4% |
| 3M | -22.0% | +5.6% | -27.6% | -22.3% |
| 6M | -28.3% | -27.7% | -0.6% | -27.4% |
| YTD | -33.5% | -4.1% | -29.4% | -33.6% |
| 1Y | -41.5% | +13.8% | -55.3% | -42.0% |
| 3Y | -8.9% | +217.0% | -225.9% | -14.3% |
| 5Y | -40.5% | +404.3% | -444.8% | -45.1% |
| 10Y | -57.0% | +400.5% | -457.5% | -60.4% |
| All | -40.1% | +160.6% | -200.7% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling