+538.9%
ASTS vs DKNG
+134.3%
+404.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.7% |
| 30D | -9.2% | -2.5% | -6.7% | -8.6% |
| 3M | -29.6% | -14.2% | -15.4% | -26.6% |
| 6M | -30.5% | -6.0% | -24.5% | -30.5% |
| YTD | -14.1% | -31.3% | +17.3% | -6.1% |
| 1Y | +69.1% | -48.5% | +117.6% | +98.8% |
| 3Y | +1,525.5% | -25.7% | +1,551.2% | +1,611.3% |
| 5Y | +425.9% | -62.8% | +488.7% | +415.0% |
| All | +538.9% | +134.3% | +404.6% | +506.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling