+272.7%
ACGL vs WYNN
+1.1%
+271.6%
-53.8%
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% | +0.1% |
| 7D | -2.0% | -4.2% | +2.1% | -1.2% |
| 30D | -1.2% | -14.6% | +13.4% | +1.9% |
| 3M | +5.4% | -18.4% | +23.9% | +9.7% |
| 6M | +1.4% | -11.9% | +13.3% | +3.5% |
| YTD | +0.2% | -26.6% | +26.8% | +5.8% |
| 1Y | +4.1% | -28.5% | +32.6% | +10.0% |
| 3Y | +28.2% | -5.1% | +33.4% | +23.7% |
| 5Y | +159.5% | -10.5% | +170.0% | +142.4% |
| All | +272.7% | +1.1% | +271.6% | +220.5% |
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 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