-11.0%
NCLH vs AWK
+7.8%
-18.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.7% |
| 7D | -4.8% | -2.1% | -2.7% | -4.9% |
| 30D | -21.7% | +2.1% | -23.7% | -21.6% |
| 3M | -22.2% | +11.4% | -33.6% | -21.8% |
| 6M | -27.5% | +3.9% | -31.4% | -27.3% |
| YTD | -33.6% | +7.7% | -41.3% | -33.4% |
| 1Y | -45.0% | +1.3% | -46.3% | -44.7% |
| 3Y | -11.0% | +7.2% | -18.2% | -18.5% |
| All | -11.0% | +7.8% | -18.8% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling