-25.9%
AFRM vs WYNN
-17.0%
-8.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.7% |
| 7D | -1.3% | -4.2% | +2.9% | +2.1% |
| 30D | -2.7% | -14.6% | +12.0% | +9.9% |
| 3M | +7.4% | -18.4% | +25.9% | +25.0% |
| 6M | +40.7% | -11.9% | +52.6% | +53.5% |
| YTD | -4.0% | -26.6% | +22.6% | +20.3% |
| 1Y | -12.2% | -28.5% | +16.3% | +10.8% |
| 3Y | +203.1% | -5.1% | +208.2% | +190.0% |
| 5Y | -42.2% | -10.5% | -31.8% | -51.9% |
| All | -25.9% | -17.0% | -8.8% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling