-12.5%
NCLH vs JAAA
+18.9%
-31.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.7% |
| 7D | -6.5% | +0.1% | -6.6% | -7.2% |
| 30D | -22.1% | +0.4% | -22.5% | -25.0% |
| 3M | -18.7% | +1.2% | -19.9% | -26.7% |
| 6M | -28.4% | +2.7% | -31.1% | -42.8% |
| YTD | -34.7% | +3.2% | -37.9% | -50.0% |
| 1Y | -42.7% | +4.8% | -47.5% | -61.5% |
| All | -12.5% | +18.9% | -31.4% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling