-56.3%
NCLH vs AVAV
+327.1%
-383.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.2% | -3.3% |
| 7D | +1.7% | +18.4% | -16.7% | -3.2% |
| 30D | +17.9% | -4.9% | +22.8% | +18.8% |
| 3M | -4.5% | -37.7% | +33.1% | +7.5% |
| 6M | +12.9% | -28.4% | +41.3% | +18.2% |
| YTD | -19.1% | -50.0% | +31.0% | -8.9% |
| 1Y | -4.6% | -62.6% | +58.0% | +16.4% |
| 3Y | +37.0% | -0.6% | +37.6% | +9.5% |
| 5Y | -29.5% | +31.9% | -61.5% | -52.8% |
| All | -56.3% | +327.1% | -383.5% | -77.8% |
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