-55.4%
NCLH vs AVAV
+510.8%
-566.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -1.9% |
| 7D | -0.3% | +3.2% | -3.5% | -1.1% |
| 30D | -20.1% | -20.3% | +0.3% | -15.1% |
| 3M | -17.0% | -19.4% | +2.4% | -14.3% |
| 6M | -23.2% | -35.3% | +12.0% | -16.7% |
| YTD | -31.0% | -38.5% | +7.4% | -26.0% |
| 1Y | -37.3% | -37.2% | -0.1% | -34.6% |
| 3Y | -5.6% | +31.1% | -36.7% | -29.7% |
| 5Y | -37.0% | +41.0% | -78.0% | -57.6% |
| All | -55.4% | +510.8% | -566.1% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling