-95.4%
AAOX vs WYNN
-20.3%
-75.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -41.8% | -3.7% | -38.0% | -42.4% |
| 7D | -68.8% | +6.9% | -75.7% | -67.7% |
| 30D | -89.7% | +3.5% | -93.2% | -89.3% |
| 3M | -91.4% | -21.4% | -70.0% | -91.2% |
| 6M | -97.7% | -25.0% | -72.7% | -97.4% |
| All | -95.4% | -20.3% | -75.1% | -95.1% |
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 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