-40.1%
NCLH vs AKAM
+178.8%
-218.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.9% | -8.4% | -5.0% |
| 7D | -4.6% | +5.4% | -10.0% | -6.2% |
| 30D | -19.9% | -5.9% | -14.1% | -18.7% |
| 3M | -22.0% | -19.6% | -2.3% | -17.5% |
| 6M | -28.3% | +8.5% | -36.8% | -33.4% |
| YTD | -33.5% | +26.9% | -60.4% | -42.6% |
| 1Y | -41.5% | +41.7% | -83.2% | -51.6% |
| 3Y | -8.9% | +5.8% | -14.7% | -18.3% |
| 5Y | -40.5% | -2.3% | -38.1% | -45.8% |
| 10Y | -57.0% | +111.0% | -167.9% | -69.7% |
| All | -40.1% | +178.8% | -218.9% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling