+537.8%
ASTS vs LYV
+155.1%
+382.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | +7.3% | -4.5% | +11.8% | +9.0% |
| 30D | -8.9% | -5.5% | -3.4% | -7.2% |
| 3M | -41.9% | +7.8% | -49.7% | -43.4% |
| 6M | -40.6% | +9.4% | -50.0% | -42.4% |
| YTD | -14.2% | +21.8% | -36.0% | -20.0% |
| 1Y | +48.9% | +6.5% | +42.4% | +44.0% |
| 3Y | +1,461.7% | +106.4% | +1,355.2% | +1,157.6% |
| 5Y | +404.1% | +101.6% | +302.6% | +313.4% |
| All | +537.8% | +155.1% | +382.6% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling