-11.0%
NCLH vs AZO
+10.0%
-21.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | -3.6% | -1.2% | -3.9% |
| 30D | -21.7% | -5.6% | -16.1% | -20.5% |
| 3M | -22.2% | -6.6% | -15.6% | -20.9% |
| 6M | -27.5% | -22.5% | -5.0% | -23.5% |
| YTD | -33.6% | -15.2% | -18.4% | -31.8% |
| 1Y | -45.0% | -33.9% | -11.1% | -39.3% |
| 3Y | -11.0% | +11.8% | -22.9% | -23.5% |
| All | -11.0% | +10.0% | -21.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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