+160.4%
ASTS vs LYV
+57.8%
+102.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -4.9% |
| 7D | +0.8% | +1.8% | -1.0% | -0.3% |
| 30D | -22.6% | +5.7% | -28.3% | -25.4% |
| 3M | -54.4% | -4.1% | -50.3% | -53.2% |
| 6M | -56.4% | +5.9% | -62.4% | -58.3% |
| YTD | -55.1% | +25.2% | -80.3% | -62.0% |
| 1Y | -46.9% | +30.4% | -77.4% | -56.2% |
| 3Y | +715.0% | +103.6% | +611.4% | +391.7% |
| All | +160.4% | +57.8% | +102.6% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling