-27.7%
NCLH vs ALK
+84.4%
-112.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.4% |
| 7D | +2.0% | +9.0% | -7.1% | -5.3% |
| 30D | +19.1% | -1.6% | +20.7% | +19.9% |
| 3M | -7.5% | -23.2% | +15.7% | +13.7% |
| 6M | +1.0% | -3.9% | +4.8% | +0.7% |
| YTD | -19.7% | -22.6% | +2.9% | -6.2% |
| 1Y | -1.8% | -5.3% | +3.6% | -4.1% |
| 3Y | +36.7% | +18.6% | +18.1% | -4.2% |
| 5Y | -38.0% | -34.4% | -3.6% | -21.3% |
| 10Y | -51.6% | -40.8% | -10.8% | -41.0% |
| All | -27.7% | +84.4% | -112.1% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling