-37.0%
NCLH vs APD
+26.2%
-63.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -0.3% | -2.5% | +2.2% | +1.1% |
| 30D | -20.1% | -1.9% | -18.2% | -19.2% |
| 3M | -17.0% | +8.2% | -25.3% | -21.6% |
| 6M | -23.2% | +10.7% | -34.0% | -29.1% |
| YTD | -31.0% | +22.9% | -54.0% | -40.7% |
| 1Y | -37.3% | +5.8% | -43.1% | -40.9% |
| 3Y | -5.6% | +7.8% | -13.4% | -13.8% |
| 5Y | -37.0% | +26.1% | -63.1% | -55.9% |
| All | -37.0% | +26.2% | -63.2% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling