-12.3%
NCLH vs AMIX
-99.9%
+87.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | -6.5% | -13.7% | +7.2% | -6.4% |
| 30D | -23.3% | -62.1% | +38.8% | -22.7% |
| 3M | -18.6% | -46.2% | +27.6% | -19.3% |
| 6M | -26.2% | -46.4% | +20.2% | -27.1% |
| YTD | -30.2% | -60.3% | +30.0% | -30.7% |
| 1Y | -39.2% | -79.7% | +40.5% | -39.1% |
| All | -12.3% | -99.9% | +87.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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