-49.2%
ASTS vs LYV
+25.0%
-74.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -5.4% |
| 7D | -15.8% | +6.2% | -22.0% | -18.5% |
| 30D | -39.0% | +7.3% | -46.4% | -41.3% |
| 3M | -49.3% | -0.3% | -49.1% | -49.4% |
| 6M | -47.9% | +16.2% | -64.2% | -52.4% |
| YTD | -51.0% | +28.5% | -79.5% | -57.8% |
| 1Y | -49.2% | +21.5% | -70.7% | -56.6% |
| All | -49.2% | +25.0% | -74.1% | -56.6% |
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