-51.3%
NCLH vs ALK
-39.7%
-11.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +6.3% | +12.9% | -6.7% | -5.1% |
| 30D | +18.9% | +5.5% | +13.3% | +12.0% |
| 3M | -0.2% | -12.1% | +11.9% | +10.3% |
| 6M | +8.4% | +1.7% | +6.7% | +1.9% |
| YTD | -17.1% | -17.4% | +0.3% | -8.3% |
| 1Y | -2.8% | -1.9% | -0.8% | -9.6% |
| 3Y | +40.4% | +21.2% | +19.2% | -11.9% |
| 5Y | -30.8% | -27.8% | -2.9% | -20.8% |
| 10Y | -51.3% | -41.0% | -10.2% | -52.5% |
| All | -51.3% | -39.7% | -11.5% | -52.5% |
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