-37.2%
NCLH vs AMT
+204.9%
-242.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.2% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | -23.3% | +4.6% | -27.9% | -24.5% |
| 3M | -18.6% | -8.4% | -10.2% | -16.4% |
| 6M | -26.2% | -6.0% | -20.2% | -25.1% |
| YTD | -30.2% | +2.1% | -32.4% | -31.4% |
| 1Y | -39.2% | -6.4% | -32.8% | -38.4% |
| 3Y | -5.1% | +8.1% | -13.1% | -13.6% |
| 5Y | -36.8% | -31.9% | -4.8% | -30.9% |
| 10Y | -56.3% | +97.1% | -153.4% | -68.3% |
| All | -37.2% | +204.9% | -242.1% | -57.8% |
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 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