-37.9%
NCLH vs BUD
+21.7%
-59.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.6% |
| 7D | -0.3% | +0.8% | -1.0% | -0.8% |
| 30D | -20.1% | -4.8% | -15.2% | -17.1% |
| 3M | -17.0% | +1.4% | -18.4% | -18.3% |
| 6M | -23.2% | +9.9% | -33.1% | -29.2% |
| YTD | -31.0% | +26.3% | -57.4% | -43.0% |
| 1Y | -37.3% | +36.1% | -73.4% | -51.4% |
| 3Y | -5.6% | +48.6% | -54.2% | -37.3% |
| 5Y | -37.0% | +45.0% | -82.0% | -57.8% |
| 10Y | -55.3% | -23.1% | -32.2% | -63.3% |
| All | -37.9% | +21.7% | -59.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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