-37.2%
NCLH vs ALK
+99.1%
-136.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -1.4% |
| 7D | -6.5% | -0.7% | -5.8% | -6.0% |
| 30D | -23.3% | -19.2% | -4.1% | -8.6% |
| 3M | -18.6% | -1.5% | -17.1% | -19.3% |
| 6M | -26.2% | -13.1% | -13.2% | -20.0% |
| YTD | -30.2% | -16.4% | -13.8% | -22.8% |
| 1Y | -39.2% | -33.1% | -6.1% | -20.0% |
| 3Y | -5.1% | +0.6% | -5.7% | -21.5% |
| 5Y | -36.8% | -26.4% | -10.4% | -26.3% |
| 10Y | -56.3% | -34.2% | -22.1% | -50.2% |
| All | -37.2% | +99.1% | -136.3% | -45.0% |
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