-8.6%
NCLH vs AMDL
+102.5%
-111.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -17.6% | +17.0% | +1.6% |
| 7D | +0.2% | +37.2% | -37.0% | -4.4% |
| 30D | +20.8% | -24.0% | +44.8% | +21.4% |
| 3M | -8.1% | -1.0% | -7.1% | -11.9% |
| 6M | +11.8% | -3.2% | +15.0% | +2.0% |
| YTD | -19.5% | +232.2% | -251.8% | -43.5% |
| 1Y | -3.2% | +137.7% | -141.0% | -28.5% |
| All | -8.6% | +102.5% | -111.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling