-12.5%
NCLH vs AKAM
+1.2%
-13.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.1% |
| 7D | -6.5% | +0.6% | -7.1% | -6.8% |
| 30D | -22.1% | -8.2% | -13.9% | -20.5% |
| 3M | -18.7% | -17.6% | -1.1% | -15.1% |
| 6M | -28.4% | +2.5% | -30.9% | -32.1% |
| YTD | -34.7% | +22.8% | -57.5% | -44.8% |
| 1Y | -42.7% | +39.6% | -82.3% | -54.8% |
| All | -12.5% | +1.2% | -13.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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