-27.6%
NCLH vs APA
-18.6%
-9.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | +0.2% | +8.5% | -8.3% | -2.7% |
| 30D | +20.8% | +2.8% | +18.0% | +18.7% |
| 3M | -8.1% | +21.7% | -29.8% | -15.8% |
| 6M | +11.8% | +32.6% | -20.8% | -3.2% |
| YTD | -19.5% | +103.7% | -123.2% | -43.6% |
| 1Y | -3.2% | +101.8% | -105.0% | -32.2% |
| 3Y | +37.1% | +48.1% | -11.0% | +2.2% |
| 5Y | -29.9% | +91.9% | -121.8% | -55.9% |
| 10Y | -53.3% | +8.4% | -61.6% | -78.8% |
| All | -27.6% | -18.6% | -9.0% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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