-11.0%
NCLH vs AU
+577.5%
-588.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -4.8% | -4.3% | -0.6% | -4.4% |
| 30D | -21.7% | +7.3% | -29.0% | -22.3% |
| 3M | -22.2% | +26.3% | -48.6% | -24.4% |
| 6M | -27.5% | +1.8% | -29.3% | -28.5% |
| YTD | -33.6% | +26.8% | -60.4% | -35.4% |
| 1Y | -45.0% | +66.7% | -111.7% | -47.3% |
| 3Y | -11.0% | +579.1% | -590.1% | -27.9% |
| All | -11.0% | +577.5% | -588.5% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling