+44.4%
NCLH vs AMC
-58.4%
+102.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.4% | +2.0% |
| 7D | +2.7% | +6.6% | -3.9% | +2.0% |
| 30D | +18.4% | +14.1% | +4.3% | +16.8% |
| 3M | -4.3% | +31.3% | -35.5% | -7.1% |
| 6M | +7.9% | +126.7% | -118.8% | -2.7% |
| YTD | -17.4% | +117.9% | -135.4% | -25.8% |
| 1Y | -3.4% | +41.1% | -44.4% | -10.0% |
| 3Y | +44.4% | -61.0% | +105.4% | +71.2% |
| All | +44.4% | -58.4% | +102.9% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling