-57.0%
NCLH vs ALK
-39.2%
-17.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.7% |
| 7D | -4.6% | -3.0% | -1.7% | -2.0% |
| 30D | -19.9% | -14.6% | -5.3% | -7.9% |
| 3M | -22.0% | -10.6% | -11.4% | -15.6% |
| 6M | -28.3% | -6.7% | -21.6% | -26.5% |
| YTD | -33.5% | -19.8% | -13.7% | -23.4% |
| 1Y | -41.5% | -35.2% | -6.3% | -19.1% |
| 3Y | -8.9% | +1.4% | -10.3% | -30.0% |
| 5Y | -40.5% | -30.7% | -9.8% | -28.3% |
| 10Y | -57.0% | -37.4% | -19.6% | -55.5% |
| All | -57.0% | -39.2% | -17.7% | -55.5% |
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