-40.7%
NCLH vs AWK
-17.3%
-23.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -22.1% | +2.8% | -24.9% | -22.6% |
| 3M | -18.7% | +11.3% | -30.0% | -21.0% |
| 6M | -28.4% | +6.7% | -35.1% | -29.9% |
| YTD | -34.7% | +9.4% | -44.1% | -36.7% |
| 1Y | -42.7% | +3.7% | -46.4% | -43.6% |
| 3Y | -10.6% | +9.2% | -19.8% | -18.0% |
| 5Y | -40.7% | -15.7% | -25.0% | -47.0% |
| All | -40.7% | -17.3% | -23.5% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling