-54.3%
ASPN vs SPY
+367.1%
-421.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.2% | -5.3% |
| 7D | -2.8% | -2.7% | -0.1% | +0.1% |
| 30D | -15.1% | -5.4% | -9.7% | -8.8% |
| 3M | -28.7% | -4.1% | -24.6% | -24.9% |
| 6M | +19.2% | +0.7% | +18.5% | +18.8% |
| YTD | +73.5% | +8.7% | +64.8% | +55.1% |
| 1Y | +19.5% | +10.9% | +8.6% | +4.0% |
| 3Y | -45.4% | +75.0% | -120.4% | -72.6% |
| 5Y | -91.2% | +67.8% | -159.0% | -95.0% |
| 10Y | +21.5% | +312.9% | -291.3% | -64.7% |
| All | -54.3% | +367.1% | -421.4% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling