+4.0%
NCLH vs AS
+137.8%
-133.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +1.2% |
| 7D | +6.3% | +4.5% | +1.8% | +4.5% |
| 30D | +18.9% | +13.2% | +5.7% | +13.4% |
| 3M | -0.2% | -11.9% | +11.7% | +4.4% |
| 6M | +8.4% | -11.6% | +19.9% | +13.1% |
| YTD | -17.1% | -14.7% | -2.4% | -12.5% |
| 1Y | -2.8% | +5.7% | -8.5% | -4.7% |
| All | +4.0% | +137.8% | -133.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling