-37.2%
NCLH vs APA
-28.5%
-8.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.0% |
| 7D | -6.5% | +0.5% | -7.0% | -6.8% |
| 30D | -23.3% | +23.4% | -46.7% | -29.7% |
| 3M | -18.6% | +12.7% | -31.3% | -23.9% |
| 6M | -26.2% | +39.4% | -65.7% | -38.7% |
| YTD | -30.2% | +79.0% | -109.2% | -48.1% |
| 1Y | -39.2% | +88.8% | -128.0% | -56.4% |
| 3Y | -5.1% | +6.4% | -11.4% | -18.9% |
| 5Y | -36.8% | +153.0% | -189.7% | -64.7% |
| 10Y | -56.3% | +7.5% | -63.8% | -79.3% |
| All | -37.2% | -28.5% | -8.7% | -69.4% |
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