+188.5%
AFRM vs WYNN
-4.3%
+192.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.1% |
| 7D | -8.5% | -3.4% | -5.1% | -6.3% |
| 30D | -11.4% | -15.4% | +4.1% | -0.9% |
| 3M | +8.2% | -15.8% | +24.0% | +21.0% |
| 6M | +36.6% | -13.5% | +50.1% | +49.3% |
| YTD | -8.7% | -26.0% | +17.3% | +10.9% |
| 1Y | -19.9% | -27.4% | +7.5% | -2.6% |
| All | +188.5% | -4.3% | +192.7% | +162.8% |
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