-73.9%
NCLH vs AVTR
+1.1%
-75.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.3% |
| 7D | -4.6% | +1.6% | -6.2% | -5.4% |
| 30D | -19.9% | +8.4% | -28.3% | -23.1% |
| 3M | -22.0% | +50.2% | -72.1% | -37.1% |
| 6M | -28.3% | +82.6% | -110.9% | -47.9% |
| YTD | -33.5% | +29.8% | -63.3% | -43.3% |
| 1Y | -41.5% | +16.0% | -57.4% | -49.3% |
| 3Y | -8.9% | -26.4% | +17.6% | -5.8% |
| 5Y | -40.5% | -64.5% | +24.0% | -7.7% |
| All | -73.9% | +1.1% | -75.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling