-11.0%
NCLH vs AVTR
-27.0%
+15.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -4.8% | -1.1% | -3.7% | -4.5% |
| 30D | -21.7% | +6.3% | -28.0% | -23.2% |
| 3M | -22.2% | +53.3% | -75.6% | -32.7% |
| 6M | -27.5% | +78.6% | -106.2% | -40.4% |
| YTD | -33.6% | +29.2% | -62.8% | -40.0% |
| 1Y | -45.0% | +13.8% | -58.8% | -49.7% |
| 3Y | -11.0% | -27.4% | +16.4% | -6.1% |
| All | -11.0% | -27.0% | +15.9% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling