+17.7%
ACI vs WYNN
+26.4%
-8.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | -7.1% | -3.4% | -3.6% | -7.0% |
| 30D | -4.5% | -15.4% | +10.9% | -4.4% |
| 3M | -22.3% | -15.8% | -6.5% | -22.1% |
| 6M | -28.4% | -13.5% | -14.9% | -28.3% |
| YTD | -29.5% | -26.0% | -3.5% | -29.3% |
| 1Y | -34.2% | -27.4% | -6.9% | -34.1% |
| 3Y | -45.7% | -3.7% | -41.9% | -45.6% |
| 5Y | -40.8% | -9.8% | -31.0% | -41.3% |
| All | +17.7% | +26.4% | -8.7% | +23.7% |
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