-4.6%
NCLH vs AJG
+16.2%
-20.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -2.5% | +7.4% | -9.9% | -4.2% |
| 30D | +14.5% | +25.3% | -10.8% | +8.9% |
| 3M | -12.5% | +15.1% | -27.6% | -15.4% |
| 6M | +4.8% | +40.8% | -36.0% | -1.6% |
| YTD | -20.4% | +12.3% | -32.8% | -20.1% |
| 1Y | -4.6% | +17.5% | -22.1% | -8.2% |
| All | -4.6% | +16.2% | -20.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling