-9.9%
NCLH vs JAAA
+29.4%
-39.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.4% |
| 7D | -4.8% | +0.1% | -4.9% | -5.1% |
| 30D | -21.7% | +0.5% | -22.2% | -23.2% |
| 3M | -22.2% | +1.3% | -23.5% | -25.9% |
| 6M | -27.5% | +2.8% | -30.3% | -34.6% |
| YTD | -33.6% | +3.3% | -36.9% | -41.0% |
| 1Y | -45.0% | +4.9% | -49.9% | -53.8% |
| 3Y | -11.0% | +19.0% | -30.0% | -42.2% |
| 5Y | -39.7% | +26.9% | -66.6% | -66.1% |
| All | -9.9% | +29.4% | -39.3% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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