-51.2%
NCLH vs AMC
-98.1%
+46.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -0.6% |
| 7D | -6.5% | +2.3% | -8.8% | -6.7% |
| 30D | -23.3% | -0.7% | -22.6% | -23.3% |
| 3M | -18.6% | +35.2% | -53.8% | -22.1% |
| 6M | -26.2% | +124.6% | -150.8% | -33.3% |
| YTD | -30.2% | +69.9% | -100.1% | -35.4% |
| 1Y | -39.2% | -2.6% | -36.6% | -40.7% |
| 3Y | -5.1% | -79.8% | +74.7% | +0.3% |
| 5Y | -36.8% | -99.4% | +62.6% | -15.4% |
| 10Y | -56.3% | -98.9% | +42.6% | -62.6% |
| All | -51.2% | -98.1% | +46.9% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling