+513.2%
ASTS vs DKNG
+134.8%
+378.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -3.6% | -2.0% | -1.6% | -3.0% |
| 30D | -16.4% | -6.4% | -9.9% | -14.8% |
| 3M | -31.4% | -17.6% | -13.7% | -27.6% |
| 6M | -31.6% | -5.7% | -25.9% | -31.6% |
| YTD | -17.5% | -31.2% | +13.7% | -10.0% |
| 1Y | +59.4% | -48.1% | +107.5% | +87.0% |
| 3Y | +1,460.2% | -25.6% | +1,485.7% | +1,541.4% |
| 5Y | +413.4% | -62.0% | +475.4% | +401.7% |
| All | +513.2% | +134.8% | +378.5% | +481.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DKNG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling