-9.7%
NCLH vs JAAA
+29.3%
-39.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.6% |
| 7D | -4.6% | +0.1% | -4.7% | -5.0% |
| 30D | -19.9% | +0.5% | -20.4% | -21.3% |
| 3M | -22.0% | +1.2% | -23.2% | -25.6% |
| 6M | -28.3% | +2.7% | -31.0% | -35.1% |
| YTD | -33.5% | +3.2% | -36.7% | -40.8% |
| 1Y | -41.5% | +4.8% | -46.3% | -50.7% |
| 3Y | -8.9% | +19.0% | -27.9% | -40.7% |
| 5Y | -40.5% | +26.8% | -67.2% | -66.4% |
| All | -9.7% | +29.3% | -39.0% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling