-27.4%
ASPN vs SPY
+19.4%
-46.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +1.0% |
| 7D | +1.4% | +0.5% | +0.9% | +0.1% |
| 30D | -21.4% | -0.9% | -20.5% | -19.8% |
| 3M | -12.9% | +3.9% | -16.8% | -19.3% |
| 6M | +52.5% | +14.5% | +38.0% | +17.9% |
| YTD | +73.5% | +12.9% | +60.6% | +34.6% |
| 1Y | -27.4% | +19.4% | -46.7% | -55.3% |
| All | -27.4% | +19.4% | -46.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling