-40.2%
NCLH vs AJG
+792.6%
-832.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.6% |
| 7D | -4.8% | -8.3% | +3.5% | +1.4% |
| 30D | -21.7% | -5.7% | -16.0% | -18.4% |
| 3M | -22.2% | +9.1% | -31.3% | -28.2% |
| 6M | -27.5% | +15.2% | -42.7% | -36.7% |
| YTD | -33.6% | -6.3% | -27.3% | -32.7% |
| 1Y | -45.0% | -19.1% | -25.9% | -37.6% |
| 3Y | -11.0% | +8.2% | -19.3% | -27.4% |
| 5Y | -39.7% | +75.6% | -115.4% | -70.0% |
| 10Y | -57.0% | +471.1% | -528.2% | -91.3% |
| All | -40.2% | +792.6% | -832.8% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling