-40.1%
NCLH vs AMP
+1,027.1%
-1,067.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.8% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | -19.9% | -1.0% | -18.9% | -19.1% |
| 3M | -22.0% | +23.2% | -45.2% | -35.2% |
| 6M | -28.3% | +20.4% | -48.7% | -39.6% |
| YTD | -33.5% | +13.6% | -47.1% | -41.8% |
| 1Y | -41.5% | +13.4% | -54.8% | -48.7% |
| 3Y | -8.9% | +66.5% | -75.4% | -42.8% |
| 5Y | -40.5% | +120.2% | -160.7% | -70.2% |
| 10Y | -57.0% | +576.5% | -633.5% | -89.5% |
| All | -40.1% | +1,027.1% | -1,067.2% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling