+8.7%
AIG vs WYNN
-34.2%
+42.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.7% |
| 7D | -0.6% | +6.9% | -7.5% | -1.1% |
| 30D | +7.7% | +3.5% | +4.2% | +7.3% |
| 3M | +1.7% | -21.4% | +23.1% | +2.9% |
| 6M | +4.5% | -25.0% | +29.5% | +6.3% |
| YTD | -3.6% | -33.6% | +30.0% | -1.6% |
| 1Y | +8.7% | -36.0% | +44.7% | +11.0% |
| All | +8.7% | -34.2% | +42.8% | +11.0% |
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