-47.9%
NCLH vs AUR
-36.7%
-11.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.3% |
| 7D | -6.5% | +0.2% | -6.7% | -6.6% |
| 30D | -22.1% | -8.9% | -13.2% | -20.8% |
| 3M | -18.7% | +4.6% | -23.3% | -20.2% |
| 6M | -28.4% | +44.9% | -73.3% | -35.2% |
| YTD | -34.7% | +64.8% | -99.6% | -42.8% |
| 1Y | -42.7% | +16.4% | -59.1% | -46.2% |
| 3Y | -10.6% | +85.1% | -95.7% | -36.5% |
| 5Y | -40.7% | -36.1% | -4.6% | -60.7% |
| All | -47.9% | -36.7% | -11.2% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling