+537.8%
ASTS vs DKS
+336.8%
+200.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +7.3% | +3.0% | +4.3% | +6.2% |
| 30D | -8.9% | -30.5% | +21.7% | +2.9% |
| 3M | -41.9% | -35.7% | -6.2% | -32.9% |
| 6M | -40.6% | -29.7% | -10.9% | -34.4% |
| YTD | -14.2% | -28.9% | +14.6% | -5.5% |
| 1Y | +48.9% | -35.9% | +84.7% | +72.6% |
| 3Y | +1,461.7% | +28.2% | +1,433.5% | +1,369.6% |
| 5Y | +404.1% | +11.8% | +392.3% | +359.6% |
| All | +537.8% | +336.8% | +200.9% | +461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling