+715.0%
ASTS vs NCLH
+37.2%
+677.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -5.0% | -5.2% |
| 7D | +0.8% | +0.2% | +0.6% | +1.0% |
| 30D | -22.6% | +20.8% | -43.4% | -29.6% |
| 3M | -54.4% | -8.1% | -46.3% | -52.7% |
| 6M | -56.4% | +11.8% | -68.3% | -59.5% |
| YTD | -55.1% | -19.5% | -35.6% | -53.2% |
| 1Y | -46.9% | -3.2% | -43.7% | -49.9% |
| 3Y | +715.0% | +37.1% | +677.9% | +461.8% |
| All | +715.0% | +37.2% | +677.8% | +461.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling