-1.0%
NCLH vs AME
+21.1%
-22.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.6% | +11.4% | +10.5% |
| 7D | +15.8% | -4.4% | +20.3% | +19.7% |
| 30D | +25.1% | -5.9% | +31.0% | +30.9% |
| 3M | -7.3% | -6.5% | -0.8% | -2.3% |
| 6M | +8.1% | +3.2% | +4.9% | +1.7% |
| YTD | -16.7% | +16.0% | -32.7% | -33.3% |
| 1Y | -1.0% | +20.4% | -21.4% | -24.6% |
| All | -1.0% | +21.1% | -22.1% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling