-10.6%
NCLH vs BAM
+67.8%
-78.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.2% | -1.8% |
| 7D | -4.6% | -3.9% | -0.7% | -1.9% |
| 30D | -19.9% | -8.8% | -11.1% | -14.5% |
| 3M | -22.0% | +2.2% | -24.2% | -23.5% |
| 6M | -28.3% | +5.9% | -34.2% | -31.4% |
| YTD | -33.5% | -6.1% | -27.4% | -31.2% |
| 1Y | -41.5% | -11.6% | -29.8% | -37.2% |
| 3Y | -8.9% | +51.7% | -60.6% | -31.2% |
| All | -10.6% | +67.8% | -78.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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