-56.6%
NCLH vs ALK
-45.9%
-10.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.8% |
| 7D | +0.2% | -1.2% | +1.4% | +1.0% |
| 30D | +20.8% | +7.7% | +13.1% | +11.8% |
| 3M | -8.1% | -19.0% | +10.9% | +9.4% |
| 6M | +11.8% | -0.2% | +12.0% | +6.8% |
| YTD | -19.5% | -23.5% | +4.0% | -4.7% |
| 1Y | -3.2% | -9.1% | +5.9% | -3.6% |
| 3Y | +37.1% | +12.0% | +25.1% | -7.5% |
| 5Y | -29.9% | -30.9% | +0.9% | -17.0% |
| All | -56.6% | -45.9% | -10.7% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling