+33.4%
AG vs WYNN
-32.5%
+65.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.1% | +3.1% | +7.1% |
| 7D | -2.6% | +15.4% | -18.0% | -7.0% |
| 30D | -12.1% | +6.8% | -18.9% | -13.9% |
| 3M | -6.6% | -15.4% | +8.8% | -1.8% |
| 6M | -20.5% | -20.0% | -0.5% | -15.2% |
| YTD | -7.4% | -31.0% | +23.6% | +5.4% |
| 1Y | +33.4% | -31.5% | +64.9% | +52.3% |
| All | +33.4% | -32.5% | +65.8% | +52.3% |
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