-30.8%
NCLH vs AMT
-19.6%
-11.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +6.3% | +1.6% | +4.6% | +5.8% |
| 30D | +18.9% | +4.5% | +14.4% | +17.5% |
| 3M | -0.2% | +13.8% | -14.0% | -3.7% |
| 6M | +8.4% | +10.0% | -1.7% | +5.2% |
| YTD | -17.1% | +11.8% | -28.8% | -20.0% |
| 1Y | -2.8% | +10.2% | -13.0% | -6.0% |
| 3Y | +40.4% | +15.1% | +25.3% | +24.5% |
| 5Y | -30.8% | -18.8% | -11.9% | -29.7% |
| All | -30.8% | -19.6% | -11.1% | -29.7% |
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