-41.6%
NCLH vs APD
+6.2%
-47.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.5% |
| 7D | -4.6% | -4.6% | 0.0% | -4.6% |
| 30D | -19.9% | -4.2% | -15.7% | -19.9% |
| 3M | -22.0% | +5.0% | -26.9% | -21.9% |
| 6M | -28.3% | +8.9% | -37.2% | -29.0% |
| YTD | -33.5% | +21.9% | -55.4% | -35.8% |
| All | -41.6% | +6.2% | -47.8% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling