-11.0%
NCLH vs AJG
+8.2%
-19.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | -4.8% | -8.3% | +3.5% | -3.4% |
| 30D | -21.7% | -5.7% | -16.0% | -20.9% |
| 3M | -22.2% | +9.1% | -31.3% | -23.1% |
| 6M | -27.5% | +15.2% | -42.7% | -29.1% |
| YTD | -33.6% | -6.3% | -27.3% | -32.7% |
| 1Y | -45.0% | -19.1% | -25.9% | -42.5% |
| 3Y | -11.0% | +8.2% | -19.3% | -10.9% |
| All | -11.0% | +8.2% | -19.2% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling