-40.2%
NCLH vs AMCR
+62.8%
-103.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.7% |
| 7D | -4.8% | -6.3% | +1.5% | -0.9% |
| 30D | -21.7% | -7.8% | -13.9% | -17.7% |
| 3M | -22.2% | +7.5% | -29.8% | -25.7% |
| 6M | -27.5% | +2.7% | -30.2% | -28.5% |
| YTD | -33.6% | +6.0% | -39.6% | -36.6% |
| 1Y | -45.0% | +7.8% | -52.8% | -48.1% |
| 3Y | -11.0% | +5.8% | -16.8% | -17.7% |
| 5Y | -39.7% | -11.6% | -28.1% | -36.9% |
| 10Y | -57.0% | +14.6% | -71.7% | -62.5% |
| All | -40.2% | +62.8% | -103.1% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling