-40.7%
NCLH vs AME
+82.6%
-123.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.0% |
| 7D | -6.5% | 0.0% | -6.6% | -6.6% |
| 30D | -22.1% | -8.6% | -13.5% | -14.3% |
| 3M | -18.7% | +5.8% | -24.5% | -24.3% |
| 6M | -28.4% | +3.8% | -32.2% | -31.9% |
| YTD | -34.7% | +14.4% | -49.2% | -44.2% |
| 1Y | -42.7% | +25.8% | -68.5% | -56.0% |
| 3Y | -10.6% | +55.2% | -65.8% | -45.8% |
| 5Y | -40.7% | +85.5% | -126.3% | -71.2% |
| All | -40.7% | +82.6% | -123.4% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling