+416.0%
AAOI vs WYNN
+1.1%
+414.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -0.2% | -4.2% | +4.0% | +1.5% |
| 30D | -23.7% | -14.6% | -9.1% | -19.1% |
| 3M | -39.0% | -18.4% | -20.6% | -34.5% |
| 6M | -17.0% | -11.9% | -5.1% | -13.7% |
| YTD | +202.2% | -26.6% | +228.8% | +233.6% |
| 1Y | +292.4% | -28.5% | +320.9% | +335.9% |
| 3Y | +804.4% | -5.1% | +809.5% | +803.3% |
| 5Y | +1,318.0% | -10.5% | +1,328.5% | +1,278.7% |
| All | +416.0% | +1.1% | +414.8% | +368.9% |
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