+537.8%
ASTS vs NCLH
-69.5%
+607.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | -6.5% | +13.8% | +8.9% |
| 30D | -8.9% | -23.3% | +14.4% | -3.5% |
| 3M | -41.9% | -18.6% | -23.3% | -39.5% |
| 6M | -40.6% | -26.2% | -14.4% | -36.9% |
| YTD | -14.2% | -30.2% | +16.0% | -9.0% |
| 1Y | +48.9% | -39.2% | +88.0% | +62.2% |
| 3Y | +1,461.7% | -5.1% | +1,466.7% | +1,445.3% |
| 5Y | +404.1% | -36.8% | +440.9% | +398.7% |
| All | +537.8% | -69.5% | +607.3% | +532.8% |
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 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