-25.7%
NCLH vs AVAV
+480.3%
-505.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.6% | -9.7% | -0.4% |
| 7D | +2.7% | +3.2% | -0.4% | +1.3% |
| 30D | +18.4% | -7.4% | +25.8% | +20.0% |
| 3M | -4.3% | -32.0% | +27.7% | +4.7% |
| 6M | +7.9% | -24.6% | +32.5% | +11.2% |
| YTD | -17.4% | -47.5% | +30.1% | -8.7% |
| 1Y | -3.4% | -61.5% | +58.1% | +15.7% |
| 3Y | +44.4% | +5.5% | +39.0% | +17.6% |
| 5Y | -33.7% | +35.7% | -69.4% | -53.1% |
| 10Y | -48.1% | +379.1% | -427.2% | -72.8% |
| All | -25.7% | +480.3% | -505.9% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling