-24.4%
NCLH vs AMDL
+131.0%
-155.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.0% | -9.6% | -4.3% |
| 7D | -4.6% | +29.0% | -33.6% | -8.0% |
| 30D | -19.9% | +19.1% | -39.0% | -22.2% |
| 3M | -22.0% | +1.8% | -23.7% | -25.5% |
| 6M | -28.3% | +374.4% | -402.7% | -48.8% |
| YTD | -33.5% | +278.9% | -312.4% | -52.3% |
| 1Y | -41.5% | +510.6% | -552.0% | -64.1% |
| All | -24.4% | +131.0% | -155.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling