-44.0%
ACHR vs WYNN
-20.7%
-23.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | -2.3% | -4.2% | +1.9% | -0.1% |
| 30D | -11.3% | -14.6% | +3.3% | -4.1% |
| 3M | +5.3% | -18.4% | +23.7% | +16.2% |
| 6M | -13.2% | -11.9% | -1.3% | -8.1% |
| YTD | -25.8% | -26.6% | +0.8% | -14.2% |
| 1Y | -34.3% | -28.5% | -5.7% | -24.3% |
| 3Y | -19.9% | -5.1% | -14.8% | -22.0% |
| 5Y | -42.7% | -10.5% | -32.2% | -49.9% |
| All | -44.0% | -20.7% | -23.4% | -52.4% |
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