+576.8%
ASTS vs DKS
+315.5%
+261.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.9% | +11.0% | +8.1% |
| 7D | +18.5% | -0.4% | +18.9% | +18.6% |
| 30D | -8.1% | -36.6% | +28.5% | +7.7% |
| 3M | -28.2% | -37.6% | +9.4% | -16.3% |
| 6M | -26.1% | -32.1% | +6.0% | -17.5% |
| YTD | -9.0% | -32.3% | +23.4% | +2.2% |
| 1Y | +62.2% | -39.5% | +101.7% | +92.3% |
| 3Y | +1,621.9% | +27.7% | +1,594.2% | +1,530.9% |
| 5Y | +457.0% | +15.0% | +442.0% | +414.3% |
| All | +576.8% | +315.5% | +261.2% | +507.1% |
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