+61.6%
AG vs WYNN
+1.1%
+60.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -6.7% | -4.2% | -2.5% | -5.9% |
| 30D | +2.2% | -14.6% | +16.8% | +5.3% |
| 3M | +15.7% | -18.4% | +34.1% | +20.1% |
| 6M | -23.8% | -11.9% | -11.9% | -22.2% |
| YTD | +17.6% | -26.6% | +44.2% | +24.3% |
| 1Y | +88.6% | -28.5% | +117.2% | +99.5% |
| 3Y | +253.4% | -5.1% | +258.5% | +248.1% |
| 5Y | +62.4% | -10.5% | +72.9% | +55.4% |
| All | +61.6% | +1.1% | +60.5% | +21.7% |
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