-1.0%
NCLH vs AU
+42.5%
-43.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.0% | -1.2% | +5.2% |
| 7D | +15.8% | +0.8% | +15.1% | +15.5% |
| 30D | +25.1% | -7.0% | +32.0% | +26.5% |
| 3M | -7.3% | +8.5% | -15.9% | -9.9% |
| 6M | +8.1% | -1.3% | +9.4% | +6.8% |
| YTD | -16.7% | +6.8% | -23.4% | -19.6% |
| 1Y | -1.0% | +44.6% | -45.6% | -6.5% |
| All | -1.0% | +42.5% | -43.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling