-57.0%
NCLH vs AVAV
+478.0%
-535.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -2.0% |
| 7D | -4.6% | -3.2% | -1.5% | -3.8% |
| 30D | -19.9% | -25.6% | +5.6% | -13.4% |
| 3M | -22.0% | -20.2% | -1.7% | -19.1% |
| 6M | -28.3% | -38.1% | +9.8% | -21.2% |
| YTD | -33.5% | -41.8% | +8.3% | -27.5% |
| 1Y | -41.5% | -39.0% | -2.4% | -38.5% |
| 3Y | -8.9% | +24.1% | -33.0% | -31.1% |
| 5Y | -40.5% | +53.0% | -93.5% | -61.1% |
| 10Y | -57.0% | +493.8% | -550.8% | -77.2% |
| All | -57.0% | +478.0% | -535.0% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AVAV 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling