-37.0%
NCLH vs AMT
-31.2%
-5.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -20.1% | +1.8% | -21.9% | -20.4% |
| 3M | -17.0% | -6.2% | -10.9% | -15.9% |
| 6M | -23.2% | -5.0% | -18.3% | -22.5% |
| YTD | -31.0% | +2.1% | -33.1% | -31.8% |
| 1Y | -37.3% | -5.7% | -31.5% | -36.7% |
| 3Y | -5.6% | +7.9% | -13.5% | -15.0% |
| 5Y | -37.0% | -32.3% | -4.6% | -36.6% |
| All | -37.0% | -31.2% | -5.8% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling