+62.5%
AFL vs WYNN
-5.1%
+67.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.6% | -4.2% | +2.5% | -1.4% |
| 30D | -4.0% | -14.6% | +10.6% | -3.0% |
| 3M | -0.5% | -18.4% | +17.9% | +0.9% |
| 6M | +6.5% | -11.9% | +18.4% | +7.3% |
| YTD | +6.2% | -26.6% | +32.8% | +8.3% |
| 1Y | +8.3% | -28.5% | +36.8% | +10.4% |
| 3Y | +62.5% | -5.1% | +67.7% | +57.2% |
| All | +62.5% | -5.1% | +67.6% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling