-37.9%
NCLH vs AME
+564.5%
-602.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +2.8% | -3.0% | -3.0% |
| 30D | -20.1% | -6.3% | -13.8% | -14.7% |
| 3M | -17.0% | +5.4% | -22.4% | -21.9% |
| 6M | -23.2% | +7.4% | -30.7% | -29.0% |
| YTD | -31.0% | +16.2% | -47.2% | -41.0% |
| 1Y | -37.3% | +26.8% | -64.1% | -51.1% |
| 3Y | -5.6% | +57.5% | -63.1% | -40.4% |
| 5Y | -37.0% | +84.8% | -121.8% | -65.8% |
| 10Y | -55.3% | +424.3% | -479.6% | -87.7% |
| All | -37.9% | +564.5% | -602.4% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling