+253.1%
ASTS vs DKNG
+89.3%
+163.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.1% | -5.1% |
| 7D | +14.2% | -18.7% | +32.9% | +19.4% |
| 30D | -26.7% | -3.0% | -23.7% | -27.5% |
| 3M | -53.6% | -25.0% | -28.5% | -50.7% |
| 6M | -52.7% | -22.3% | -30.4% | -50.9% |
| YTD | -52.5% | -44.5% | -8.0% | -46.1% |
| 1Y | -46.5% | -39.3% | -7.2% | -40.9% |
| 3Y | +700.5% | -45.4% | +745.9% | +800.3% |
| 5Y | +168.5% | -52.8% | +221.3% | +163.1% |
| All | +253.1% | +89.3% | +163.8% | +248.2% |
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