-41.4%
NCLH vs AUR
-35.1%
-6.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -4.8% | +1.4% | -6.2% | -5.1% |
| 30D | -21.7% | -6.4% | -15.3% | -20.8% |
| 3M | -22.2% | +7.7% | -30.0% | -24.2% |
| 6M | -27.5% | +44.5% | -72.0% | -34.4% |
| YTD | -33.6% | +67.4% | -101.1% | -42.0% |
| 1Y | -45.0% | +15.4% | -60.4% | -48.3% |
| 3Y | -11.0% | +94.8% | -105.9% | -37.6% |
| All | -41.4% | -35.1% | -6.4% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling