-39.2%
NCLH vs AWK
+1.8%
-41.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.5% | +1.7% | -8.2% | -6.3% |
| 30D | -23.3% | +5.6% | -28.9% | -22.8% |
| 3M | -18.6% | +15.9% | -34.5% | -16.8% |
| 6M | -26.2% | +4.6% | -30.8% | -25.4% |
| YTD | -30.2% | +10.1% | -40.3% | -29.5% |
| 1Y | -39.2% | +2.1% | -41.3% | -36.2% |
| All | -39.2% | +1.8% | -41.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling