+253.4%
AG vs WYNN
-5.1%
+258.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -6.7% | -4.2% | -2.5% | -5.5% |
| 30D | +2.2% | -14.6% | +16.8% | +7.0% |
| 3M | +15.7% | -18.4% | +34.1% | +22.6% |
| 6M | -23.8% | -11.9% | -11.9% | -21.5% |
| YTD | +17.6% | -26.6% | +44.2% | +28.1% |
| 1Y | +88.6% | -28.5% | +117.2% | +105.5% |
| 3Y | +253.4% | -5.1% | +258.5% | +226.9% |
| All | +253.4% | -5.1% | +258.5% | +226.9% |
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