-27.1%
NCLH vs APD
+441.7%
-468.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | +1.7% | +2.2% | -0.5% | +0.3% |
| 30D | +17.9% | +9.4% | +8.5% | +11.5% |
| 3M | -4.5% | +4.7% | -9.2% | -7.2% |
| 6M | +12.9% | +5.5% | +7.4% | +7.7% |
| YTD | -19.1% | +31.4% | -50.5% | -34.2% |
| 1Y | -4.6% | +24.1% | -28.8% | -19.8% |
| 3Y | +37.0% | +28.8% | +8.3% | +9.2% |
| 5Y | -29.5% | +15.8% | -45.3% | -41.1% |
| 10Y | -53.0% | +191.6% | -244.6% | -76.6% |
| All | -27.1% | +441.7% | -468.8% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling