+576.8%
ASTS vs LYV
+150.7%
+426.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.7% |
| 7D | +18.5% | -3.8% | +22.3% | +20.0% |
| 30D | -8.1% | -5.7% | -2.4% | -6.4% |
| 3M | -28.2% | +6.9% | -35.0% | -29.9% |
| 6M | -26.1% | +9.2% | -35.3% | -28.3% |
| YTD | -9.0% | +19.6% | -28.6% | -14.7% |
| 1Y | +62.2% | +0.6% | +61.6% | +59.9% |
| 3Y | +1,621.9% | +110.6% | +1,511.3% | +1,281.9% |
| 5Y | +457.0% | +96.6% | +360.4% | +359.7% |
| All | +576.8% | +150.7% | +426.1% | +447.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling