-41.4%
NCLH vs AMCR
-12.3%
-29.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.8% |
| 7D | -4.8% | -6.3% | +1.5% | -0.6% |
| 30D | -21.7% | -7.8% | -13.9% | -17.4% |
| 3M | -22.2% | +7.5% | -29.8% | -26.0% |
| 6M | -27.5% | +2.7% | -30.2% | -28.8% |
| YTD | -33.6% | +6.0% | -39.6% | -37.1% |
| 1Y | -45.0% | +7.8% | -52.8% | -48.6% |
| 3Y | -11.0% | +5.8% | -16.8% | -19.9% |
| All | -41.4% | -12.3% | -29.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling