-58.0%
NCLH vs AWK
+132.0%
-190.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.2% |
| 7D | -4.8% | -2.1% | -2.7% | -4.2% |
| 30D | -21.7% | +2.1% | -23.7% | -22.2% |
| 3M | -22.2% | +11.4% | -33.6% | -25.0% |
| 6M | -27.5% | +3.9% | -31.4% | -28.8% |
| YTD | -33.6% | +7.7% | -41.3% | -35.8% |
| 1Y | -45.0% | +1.3% | -46.3% | -45.8% |
| 3Y | -11.0% | +7.2% | -18.2% | -17.2% |
| 5Y | -39.7% | -17.0% | -22.7% | -38.6% |
| All | -58.0% | +132.0% | -190.0% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling