-24.1%
NCLH vs AMT
+233.4%
-257.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +1.2% | -2.4% | +3.6% | +2.0% |
| 30D | +22.6% | +4.2% | +18.4% | +20.8% |
| 3M | +0.6% | +13.4% | -12.8% | -3.9% |
| 6M | +13.5% | +9.4% | +4.1% | +9.2% |
| YTD | -15.7% | +11.7% | -27.4% | -19.8% |
| 1Y | 0.0% | +7.1% | -7.1% | -3.5% |
| 3Y | +42.8% | +15.1% | +27.7% | +27.5% |
| 5Y | -28.4% | -17.9% | -10.6% | -27.2% |
| 10Y | -51.0% | +133.5% | -184.5% | -66.9% |
| All | -24.1% | +233.4% | -257.5% | -50.6% |
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