-37.2%
NCLH vs AMBA
+447.8%
-485.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | -6.5% | -11.0% | +4.5% | -3.5% |
| 30D | -23.3% | -23.2% | -0.1% | -17.6% |
| 3M | -18.6% | -12.7% | -5.9% | -18.9% |
| 6M | -26.2% | +11.2% | -37.5% | -32.6% |
| YTD | -30.2% | -11.2% | -19.0% | -32.6% |
| 1Y | -39.2% | -22.5% | -16.6% | -40.0% |
| 3Y | -5.1% | -1.3% | -3.7% | -17.5% |
| 5Y | -36.8% | -54.2% | +17.4% | -37.3% |
| 10Y | -56.3% | -6.1% | -50.2% | -66.1% |
| All | -37.2% | +447.8% | -485.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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