-21.7%
NCLH vs AMDL
+117.8%
-139.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.8% | -2.7% |
| 7D | -0.3% | +19.9% | -20.2% | -2.8% |
| 30D | -20.1% | +6.3% | -26.3% | -21.1% |
| 3M | -17.0% | -9.9% | -7.1% | -19.4% |
| 6M | -23.2% | +394.3% | -417.5% | -45.7% |
| YTD | -31.0% | +257.3% | -288.3% | -50.1% |
| 1Y | -37.3% | +508.5% | -545.8% | -61.7% |
| All | -21.7% | +117.8% | -139.5% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling