-56.3%
NCLH vs AMT
+134.2%
-190.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | +1.7% | -2.2% | +3.9% | +2.4% |
| 30D | +17.9% | +5.8% | +12.1% | +15.7% |
| 3M | -4.5% | +12.6% | -17.1% | -8.4% |
| 6M | +12.9% | +8.3% | +4.6% | +9.2% |
| YTD | -19.1% | +11.4% | -30.5% | -22.7% |
| 1Y | -4.6% | +7.7% | -12.4% | -8.0% |
| 3Y | +37.0% | +14.8% | +22.2% | +22.5% |
| 5Y | -29.5% | -18.0% | -11.6% | -28.2% |
| All | -56.3% | +134.2% | -190.5% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling