-28.3%
NCLH vs AMRZ
-27.5%
-0.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -1.7% |
| 7D | -4.6% | -4.7% | 0.0% | -1.3% |
| 30D | -19.9% | -11.3% | -8.7% | -12.5% |
| 3M | -22.0% | -22.1% | +0.1% | -7.5% |
| 6M | -28.3% | -29.6% | +1.3% | -5.4% |
| All | -28.3% | -27.5% | -0.8% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling