+537.8%
ASTS vs DKNG
+137.7%
+400.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +7.3% | -4.9% | +12.3% | +9.0% |
| 30D | -8.9% | +10.3% | -19.2% | -11.5% |
| 3M | -41.9% | -5.4% | -36.6% | -41.3% |
| 6M | -40.6% | -5.6% | -35.0% | -40.7% |
| YTD | -14.2% | -30.3% | +16.1% | -6.7% |
| 1Y | +48.9% | -49.3% | +98.2% | +75.9% |
| 3Y | +1,461.7% | -19.0% | +1,480.6% | +1,507.9% |
| 5Y | +404.1% | -60.7% | +464.8% | +389.9% |
| All | +537.8% | +137.7% | +400.0% | +502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling