-41.0%
NCLH vs AMC
-97.5%
+56.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.8% |
| 7D | +1.2% | -2.8% | +4.0% | +1.4% |
| 30D | +22.6% | +14.0% | +8.6% | +21.0% |
| 3M | +0.6% | +42.5% | -41.9% | -3.1% |
| 6M | +13.5% | +142.6% | -129.0% | +1.9% |
| YTD | -15.7% | +119.2% | -134.9% | -24.0% |
| 1Y | 0.0% | +40.7% | -40.7% | -6.1% |
| 3Y | +42.8% | -57.3% | +100.1% | +42.0% |
| 5Y | -28.4% | -99.1% | +70.7% | -7.4% |
| 10Y | -51.0% | -98.7% | +47.7% | -57.5% |
| All | -41.0% | -97.5% | +56.5% | -59.4% |
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