+56.1%
ASTS vs LYV
-0.5%
+56.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.6% | -4.2% | +0.6% | -2.0% |
| 30D | -16.4% | -7.2% | -9.1% | -14.0% |
| 3M | -31.4% | +1.5% | -32.9% | -32.0% |
| 6M | -31.6% | +2.7% | -34.3% | -33.9% |
| YTD | -17.5% | +19.4% | -36.9% | -22.8% |
| All | +56.1% | -0.5% | +56.6% | +19.5% |
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