-10.9%
NCLH vs AME
+55.9%
-66.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.9% |
| 7D | -4.6% | +1.3% | -5.9% | -5.9% |
| 30D | -19.9% | -6.6% | -13.4% | -14.4% |
| 3M | -22.0% | +3.0% | -24.9% | -25.0% |
| 6M | -28.3% | +5.3% | -33.6% | -32.7% |
| YTD | -33.5% | +15.4% | -48.9% | -43.2% |
| 1Y | -41.5% | +26.8% | -68.3% | -54.8% |
| All | -10.9% | +55.9% | -66.8% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling