+61.0%
AA vs WYNN
-26.4%
+87.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | -3.9% | +3.2% | +0.2% |
| 30D | +5.0% | -9.3% | +14.3% | +7.3% |
| 3M | -35.8% | -11.4% | -24.4% | -34.0% |
| 6M | -18.4% | -11.0% | -7.4% | -16.5% |
| YTD | -5.5% | -23.4% | +17.9% | +2.5% |
| 1Y | +61.0% | -24.8% | +85.8% | +74.5% |
| All | +61.0% | -26.4% | +87.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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