+244.8%
ASTS vs DKS
+375.4%
-130.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.2% | -9.3% |
| 7D | -9.3% | +9.4% | -18.7% | -12.5% |
| 30D | -33.9% | +9.8% | -43.7% | -36.7% |
| 3M | -51.0% | -29.3% | -21.7% | -45.4% |
| 6M | -55.1% | -32.6% | -22.5% | -49.8% |
| YTD | -53.6% | -22.6% | -31.0% | -51.1% |
| 1Y | -51.0% | -29.8% | -21.1% | -46.0% |
| 3Y | +681.7% | +43.2% | +638.5% | +597.8% |
| 5Y | +182.4% | +29.8% | +152.6% | +145.3% |
| All | +244.8% | +375.4% | -130.5% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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