-11.0%
NCLH vs AMP
+66.7%
-77.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.4% |
| 30D | -21.7% | -1.3% | -20.3% | -20.7% |
| 3M | -22.2% | +24.2% | -46.4% | -34.7% |
| 6M | -27.5% | +24.6% | -52.1% | -39.7% |
| YTD | -33.6% | +14.8% | -48.4% | -41.6% |
| 1Y | -45.0% | +12.8% | -57.8% | -50.9% |
| 3Y | -11.0% | +69.0% | -80.0% | -40.8% |
| All | -11.0% | +66.7% | -77.7% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling