-37.2%
NCLH vs AWK
+393.4%
-430.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.5% | +1.7% | -8.2% | -7.0% |
| 30D | -23.3% | +5.6% | -28.9% | -24.6% |
| 3M | -18.6% | +15.9% | -34.5% | -22.3% |
| 6M | -26.2% | +4.6% | -30.8% | -27.7% |
| YTD | -30.2% | +10.1% | -40.3% | -32.9% |
| 1Y | -39.2% | +2.1% | -41.3% | -40.1% |
| 3Y | -5.1% | +9.8% | -14.9% | -11.9% |
| 5Y | -36.8% | -15.4% | -21.4% | -36.1% |
| 10Y | -56.3% | +129.4% | -185.7% | -66.7% |
| All | -37.2% | +393.4% | -430.6% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling