-20.8%
NCLH vs AMDL
+95.0%
-115.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -1.3% |
| 7D | -6.5% | +4.5% | -11.0% | -7.1% |
| 30D | -23.3% | -4.4% | -18.9% | -23.1% |
| 3M | -18.6% | -30.5% | +11.9% | -18.2% |
| 6M | -26.2% | +300.9% | -327.1% | -46.1% |
| YTD | -30.2% | +219.9% | -250.2% | -48.7% |
| 1Y | -39.2% | +374.7% | -413.9% | -61.1% |
| All | -20.8% | +95.0% | -115.8% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling