-55.3%
ASTS vs NCLH
+8.4%
-63.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.8% | +11.3% | +12.7% |
| 7D | +1.5% | +2.7% | -1.2% | +0.6% |
| 30D | -27.6% | +18.4% | -46.0% | -33.5% |
| 3M | -48.7% | -4.3% | -44.5% | -48.4% |
| All | -55.3% | +8.4% | -63.7% | -62.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling