-74.0%
NCLH vs AVTR
+0.6%
-74.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -4.8% | -1.1% | -3.7% | -4.3% |
| 30D | -21.7% | +6.3% | -28.0% | -24.1% |
| 3M | -22.2% | +53.3% | -75.6% | -38.0% |
| 6M | -27.5% | +78.6% | -106.2% | -46.8% |
| YTD | -33.6% | +29.2% | -62.8% | -43.3% |
| 1Y | -45.0% | +13.8% | -58.8% | -51.9% |
| 3Y | -11.0% | -27.4% | +16.4% | -7.4% |
| 5Y | -39.7% | -65.0% | +25.3% | -5.7% |
| All | -74.0% | +0.6% | -74.6% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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