-58.7%
NCLH vs APD
+168.7%
-227.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.5% |
| 7D | -6.5% | -3.5% | -3.1% | -4.2% |
| 30D | -22.1% | -5.1% | -17.0% | -19.3% |
| 3M | -18.7% | +6.9% | -25.6% | -23.6% |
| 6M | -28.4% | +8.1% | -36.5% | -33.8% |
| YTD | -34.7% | +21.2% | -56.0% | -44.9% |
| 1Y | -42.7% | +4.9% | -47.6% | -46.8% |
| 3Y | -10.6% | +6.3% | -16.9% | -20.9% |
| 5Y | -40.7% | +24.3% | -65.0% | -55.0% |
| All | -58.7% | +168.7% | -227.4% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling