-37.0%
NCLH vs ALK
-28.9%
-8.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +1.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -20.1% | -18.5% | -1.6% | -6.1% |
| 3M | -17.0% | -3.6% | -13.5% | -16.4% |
| 6M | -23.2% | -3.7% | -19.6% | -23.2% |
| YTD | -31.0% | -19.0% | -12.0% | -21.9% |
| 1Y | -37.3% | -36.0% | -1.2% | -14.3% |
| 3Y | -5.6% | +2.3% | -7.9% | -27.8% |
| 5Y | -37.0% | -27.8% | -9.2% | -26.3% |
| All | -37.0% | -28.9% | -8.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling