-58.0%
NCLH vs AMP
+589.3%
-647.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | -4.8% | -0.5% | -4.3% | -4.3% |
| 30D | -21.7% | -1.3% | -20.3% | -20.6% |
| 3M | -22.2% | +24.2% | -46.4% | -36.7% |
| 6M | -27.5% | +24.6% | -52.1% | -41.5% |
| YTD | -33.6% | +14.8% | -48.4% | -43.0% |
| 1Y | -45.0% | +12.8% | -57.8% | -52.1% |
| 3Y | -11.0% | +69.0% | -80.0% | -47.1% |
| 5Y | -39.7% | +124.9% | -164.6% | -72.3% |
| All | -58.0% | +589.3% | -647.2% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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