-24.1%
NCLH vs APD
+439.9%
-464.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.1% |
| 7D | +1.2% | -1.2% | +2.3% | +2.0% |
| 30D | +22.6% | +11.0% | +11.6% | +14.9% |
| 3M | +0.6% | +2.6% | -1.9% | -0.9% |
| 6M | +13.5% | +4.8% | +8.7% | +8.8% |
| YTD | -15.7% | +31.0% | -46.7% | -31.3% |
| 1Y | 0.0% | +23.4% | -23.4% | -15.6% |
| 3Y | +42.8% | +28.4% | +14.4% | +14.0% |
| 5Y | -28.4% | +15.2% | -43.6% | -40.0% |
| 10Y | -51.0% | +190.7% | -241.7% | -75.6% |
| All | -24.1% | +439.9% | -464.0% | -67.3% |
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