-57.0%
NCLH vs AMT
+96.3%
-153.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.6% | +1.5% | -6.1% | -5.1% |
| 30D | -19.9% | +3.7% | -23.7% | -20.9% |
| 3M | -22.0% | -7.2% | -14.8% | -20.3% |
| 6M | -28.3% | -4.2% | -24.1% | -27.7% |
| YTD | -33.5% | +1.9% | -35.3% | -34.4% |
| 1Y | -41.5% | -6.4% | -35.1% | -40.8% |
| 3Y | -8.9% | +7.7% | -16.6% | -17.0% |
| 5Y | -40.5% | -30.9% | -9.6% | -35.4% |
| 10Y | -57.0% | +105.4% | -162.3% | -61.8% |
| All | -57.0% | +96.3% | -153.2% | -61.8% |
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