+230.9%
ASTS vs NCLH
-64.9%
+295.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.9% |
| 7D | -21.1% | +2.0% | -23.1% | -21.5% |
| 30D | -46.7% | +19.1% | -65.8% | -48.8% |
| 3M | -52.0% | -7.5% | -44.5% | -51.3% |
| 6M | -54.3% | +1.0% | -55.2% | -54.6% |
| YTD | -55.5% | -19.7% | -35.8% | -54.3% |
| 1Y | -50.5% | -1.8% | -48.7% | -51.1% |
| 3Y | +706.2% | +36.7% | +669.5% | +649.5% |
| 5Y | +165.2% | -38.0% | +203.3% | +155.7% |
| All | +230.9% | -64.9% | +295.9% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling