-20.3%
NCLH vs AMRZ
-20.1%
-0.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.8% | -7.5% | +2.7% | -0.5% |
| 30D | -21.7% | -12.4% | -9.3% | -15.5% |
| 3M | -22.2% | -22.4% | +0.1% | -11.1% |
| 6M | -27.5% | -29.5% | +2.0% | -13.3% |
| YTD | -33.6% | -24.1% | -9.5% | -22.6% |
| 1Y | -45.0% | -26.3% | -18.7% | -35.8% |
| All | -20.3% | -20.1% | -0.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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