+1,504.6%
ASTS vs LYV
+109.2%
+1,395.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.4% |
| 7D | 0.0% | -5.3% | +5.4% | +3.8% |
| 30D | -9.2% | -7.9% | -1.3% | -4.1% |
| 3M | -29.6% | +4.5% | -34.1% | -32.3% |
| 6M | -30.5% | +2.5% | -33.0% | -32.4% |
| YTD | -14.1% | +19.3% | -33.3% | -26.2% |
| 1Y | +69.1% | -0.2% | +69.3% | +64.8% |
| All | +1,504.6% | +109.2% | +1,395.4% | +706.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling