-1.0%
NCLH vs AMT
+13.5%
-14.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.7% | +6.0% |
| 7D | +15.8% | +6.0% | +9.8% | +14.6% |
| 30D | +25.1% | +20.1% | +5.0% | +20.5% |
| 3M | -7.3% | +12.4% | -19.7% | -9.6% |
| 6M | +8.1% | +9.9% | -1.8% | +5.8% |
| YTD | -16.7% | +14.4% | -31.1% | -17.2% |
| 1Y | -1.0% | +12.4% | -13.5% | -0.1% |
| All | -1.0% | +13.5% | -14.5% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling