-5.6%
NCLH vs AMT
+6.7%
-12.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -20.1% | +1.8% | -21.9% | -20.1% |
| 3M | -17.0% | -6.2% | -10.9% | -17.0% |
| 6M | -23.2% | -5.0% | -18.3% | -23.3% |
| YTD | -31.0% | +2.1% | -33.1% | -30.9% |
| 1Y | -37.3% | -5.7% | -31.5% | -37.1% |
| 3Y | -5.6% | +7.9% | -13.5% | -2.8% |
| All | -5.6% | +6.7% | -12.3% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling