+3,180.9%
ACGL vs WYNN
+1,232.2%
+1,948.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.6% |
| 7D | -2.9% | +1.8% | -4.7% | -3.2% |
| 30D | -2.8% | -9.8% | +7.0% | -1.2% |
| 3M | +6.8% | -11.8% | +18.6% | +8.9% |
| 6M | -1.5% | -8.8% | +7.2% | -0.4% |
| YTD | -0.2% | -22.8% | +22.6% | +3.5% |
| 1Y | +5.3% | -24.1% | +29.4% | +9.0% |
| 3Y | +30.3% | +0.4% | +29.9% | +25.8% |
| 5Y | +151.8% | -8.7% | +160.5% | +138.7% |
| 10Y | +266.9% | +8.3% | +258.5% | +215.2% |
| All | +3,180.9% | +1,232.2% | +1,948.8% | +1,786.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling