-45.0%
AFRM vs WYNN
-12.8%
-32.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.5% |
| 7D | -8.5% | -3.4% | -5.1% | -5.7% |
| 30D | -11.4% | -15.4% | +4.1% | +2.1% |
| 3M | +8.2% | -15.8% | +24.0% | +24.4% |
| 6M | +36.6% | -13.5% | +50.1% | +52.3% |
| YTD | -8.7% | -26.0% | +17.3% | +15.9% |
| 1Y | -19.9% | -27.4% | +7.5% | +1.6% |
| 3Y | +202.6% | -3.7% | +206.3% | +179.6% |
| 5Y | -45.0% | -9.8% | -35.3% | -54.4% |
| All | -45.0% | -12.8% | -32.2% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling