-37.9%
NCLH vs APTV
+53.3%
-91.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | +2.0% |
| 7D | -0.3% | +2.0% | -2.2% | -1.8% |
| 30D | -20.1% | -7.7% | -12.3% | -15.8% |
| 3M | -17.0% | -34.0% | +17.0% | +7.5% |
| 6M | -23.2% | -37.1% | +13.9% | +0.7% |
| YTD | -31.0% | -39.9% | +8.9% | -7.3% |
| 1Y | -37.3% | -44.4% | +7.2% | -11.1% |
| 3Y | -5.6% | -54.5% | +48.9% | +44.8% |
| 5Y | -37.0% | -69.1% | +32.1% | +27.9% |
| 10Y | -55.3% | -20.0% | -35.3% | -51.7% |
| All | -37.9% | +53.3% | -91.3% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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