+17.6%
AFL vs WYNN
-32.5%
+50.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.0% | +0.7% |
| 7D | +2.9% | +15.4% | -12.5% | +2.3% |
| 30D | +11.5% | +6.8% | +4.7% | +11.1% |
| 3M | +0.6% | -15.4% | +16.0% | +1.1% |
| 6M | +11.7% | -20.0% | +31.6% | +12.4% |
| YTD | +15.4% | -31.0% | +46.4% | +16.7% |
| 1Y | +17.6% | -31.5% | +49.0% | +18.7% |
| All | +17.6% | -32.5% | +50.0% | +18.7% |
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 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