+16.0%
AA vs WYNN
-32.5%
+48.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.1% | -3.3% | +1.7% |
| 7D | +0.9% | +15.4% | -14.5% | -1.5% |
| 30D | -6.4% | +6.8% | -13.2% | -7.5% |
| 3M | -13.0% | -15.4% | +2.4% | -10.8% |
| 6M | -34.6% | -20.0% | -14.7% | -32.5% |
| YTD | -23.0% | -31.0% | +8.0% | -15.8% |
| 1Y | +16.0% | -31.5% | +47.5% | +26.4% |
| All | +16.0% | -32.5% | +48.4% | +26.4% |
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