+34.8%
FAST vs NCLH
-6.1%
+40.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.1% | +2.7% |
| 7D | +3.8% | +2.7% | +1.1% | +3.5% |
| 30D | +8.1% | +18.4% | -10.3% | +6.0% |
| 3M | +5.8% | -4.3% | +10.1% | +6.1% |
| 6M | +24.9% | +7.9% | +16.9% | +23.3% |
| YTD | +38.9% | -17.4% | +56.3% | +38.1% |
| All | +34.8% | -6.1% | +40.9% | +25.6% |
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