-58.0%
NCLH vs AME
+445.1%
-503.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | -1.9% |
| 7D | -4.8% | +1.7% | -6.6% | -6.7% |
| 30D | -21.7% | -6.4% | -15.2% | -15.8% |
| 3M | -22.2% | +7.1% | -29.3% | -28.8% |
| 6M | -27.5% | +8.2% | -35.7% | -34.2% |
| YTD | -33.6% | +18.2% | -51.8% | -45.4% |
| 1Y | -45.0% | +26.7% | -71.7% | -58.5% |
| 3Y | -11.0% | +60.7% | -71.7% | -48.7% |
| 5Y | -39.7% | +91.6% | -131.3% | -71.6% |
| All | -58.0% | +445.1% | -503.0% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling