+62.2%
ASTS vs NCLH
-39.5%
+101.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.5% |
| 7D | +18.5% | -0.3% | +18.8% | +18.6% |
| 30D | -8.1% | -20.1% | +12.0% | -0.9% |
| 3M | -28.2% | -17.0% | -11.1% | -24.4% |
| 6M | -26.1% | -23.2% | -2.9% | -21.3% |
| YTD | -9.0% | -31.0% | +22.1% | -4.1% |
| 1Y | +62.2% | -37.3% | +99.4% | +66.2% |
| All | +62.2% | -39.5% | +101.7% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling