+48.9%
ASTS vs LYV
+6.6%
+42.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | +7.3% | -4.5% | +11.8% | +9.2% |
| 30D | -8.9% | -5.5% | -3.4% | -7.1% |
| 3M | -41.9% | +7.8% | -49.7% | -43.5% |
| 6M | -40.6% | +9.4% | -50.0% | -43.0% |
| YTD | -14.2% | +21.8% | -36.0% | -19.5% |
| 1Y | +48.9% | +6.5% | +42.4% | +17.1% |
| All | +48.9% | +6.6% | +42.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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