-37.9%
NCLH vs NTAP
+649.9%
-687.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.3% |
| 7D | -0.3% | +3.3% | -3.5% | -2.2% |
| 30D | -20.1% | -0.2% | -19.8% | -20.3% |
| 3M | -17.0% | +11.4% | -28.4% | -23.1% |
| 6M | -23.2% | +88.7% | -111.9% | -50.4% |
| YTD | -31.0% | +78.9% | -110.0% | -54.5% |
| 1Y | -37.3% | +58.8% | -96.1% | -55.4% |
| 3Y | -5.6% | +153.5% | -159.1% | -51.7% |
| 5Y | -37.0% | +136.7% | -173.7% | -66.1% |
| 10Y | -55.3% | +590.2% | -645.5% | -85.7% |
| All | -37.9% | +649.9% | -687.8% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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