-37.2%
NCLH vs AVAV
+561.1%
-598.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -6.5% | -2.2% | -4.3% | -5.9% |
| 30D | -23.3% | -13.9% | -9.4% | -20.6% |
| 3M | -18.6% | -29.2% | +10.6% | -13.1% |
| 6M | -26.2% | -36.1% | +9.9% | -20.1% |
| YTD | -30.2% | -40.2% | +10.0% | -24.8% |
| 1Y | -39.2% | -36.2% | -2.9% | -36.9% |
| 3Y | -5.1% | +47.5% | -52.6% | -30.1% |
| 5Y | -36.8% | +39.3% | -76.0% | -55.2% |
| 10Y | -56.3% | +482.6% | -538.8% | -77.9% |
| All | -37.2% | +561.1% | -598.3% | -69.0% |
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