-27.1%
NCLH vs AMT
+232.6%
-259.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 3M | -4.5% | +12.6% | -17.1% | -8.6% |
| 6M | +12.9% | +8.3% | +4.6% | +9.0% |
| YTD | -19.1% | +11.4% | -30.5% | -22.9% |
| 1Y | -4.6% | +7.7% | -12.4% | -8.2% |
| 3Y | +37.0% | +14.8% | +22.2% | +22.5% |
| 5Y | -29.5% | -18.0% | -11.6% | -28.3% |
| 10Y | -53.0% | +133.0% | -186.0% | -68.2% |
| All | -27.1% | +232.6% | -259.8% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling