+230.9%
ASTS vs DKS
+346.3%
-115.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | -2.1% | -19.0% | -20.4% |
| 30D | -46.7% | +7.3% | -54.0% | -48.6% |
| 3M | -52.0% | -28.4% | -23.6% | -47.0% |
| 6M | -54.3% | -36.9% | -17.4% | -47.4% |
| YTD | -55.5% | -27.3% | -28.2% | -51.9% |
| 1Y | -50.5% | -33.2% | -17.2% | -44.4% |
| 3Y | +706.2% | +32.2% | +674.1% | +641.4% |
| 5Y | +165.2% | +22.3% | +142.9% | +136.2% |
| All | +230.9% | +346.3% | -115.4% | +185.9% |
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