+117.0%
AA vs WYNN
+1.1%
+115.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -3.4% | -4.2% | +0.8% | -1.3% |
| 30D | -5.8% | -14.6% | +8.8% | +1.7% |
| 3M | -29.9% | -18.4% | -11.5% | -22.8% |
| 6M | -27.0% | -11.9% | -15.1% | -23.4% |
| YTD | -8.7% | -26.6% | +17.9% | +3.9% |
| 1Y | +50.6% | -28.5% | +79.2% | +72.7% |
| 3Y | +74.1% | -5.1% | +79.2% | +69.2% |
| 5Y | +2.6% | -10.5% | +13.1% | -2.9% |
| All | +117.0% | +1.1% | +115.8% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling