-33.7%
NCLH vs AVAV
+34.3%
-68.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.6% | -9.7% | +0.1% |
| 7D | +2.7% | +3.2% | -0.4% | +1.6% |
| 30D | +18.4% | -7.4% | +25.8% | +19.8% |
| 3M | -4.3% | -32.0% | +27.7% | +3.1% |
| 6M | +7.9% | -24.6% | +32.5% | +10.8% |
| YTD | -17.4% | -47.5% | +30.1% | -9.8% |
| 1Y | -3.4% | -61.5% | +58.1% | +13.4% |
| 3Y | +44.4% | +5.5% | +39.0% | +15.7% |
| 5Y | -33.7% | +35.7% | -69.4% | -56.2% |
| All | -33.7% | +34.3% | -68.0% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling