+576.8%
ASTS vs NCLH
-69.9%
+646.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.4% |
| 7D | +18.5% | -0.3% | +18.8% | +18.6% |
| 30D | -8.1% | -20.1% | +12.0% | -3.5% |
| 3M | -28.2% | -17.0% | -11.1% | -25.6% |
| 6M | -26.1% | -23.2% | -2.9% | -22.1% |
| YTD | -9.0% | -31.0% | +22.1% | -3.2% |
| 1Y | +62.2% | -37.3% | +99.4% | +75.5% |
| 3Y | +1,621.9% | -5.6% | +1,627.5% | +1,606.6% |
| 5Y | +457.0% | -37.0% | +494.0% | +452.3% |
| All | +576.8% | -69.9% | +646.7% | +573.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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