-12.2%
AFRM vs WYNN
-28.3%
+16.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | -1.3% | -4.2% | +2.9% | +1.1% |
| 30D | -2.7% | -14.6% | +12.0% | +6.0% |
| 3M | +7.4% | -18.4% | +25.9% | +20.0% |
| 6M | +40.7% | -11.9% | +52.6% | +49.9% |
| YTD | -4.0% | -26.6% | +22.6% | +12.3% |
| 1Y | -12.2% | -28.5% | +16.3% | +3.3% |
| All | -12.2% | -28.3% | +16.1% | +3.3% |
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