+459.5%
AJG vs WYNN
+1.1%
+458.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -8.3% | -4.2% | -4.1% | -7.7% |
| 30D | -5.7% | -14.6% | +8.9% | -3.5% |
| 3M | +9.1% | -18.4% | +27.5% | +12.3% |
| 6M | +15.2% | -11.9% | +27.1% | +17.0% |
| YTD | -6.3% | -26.6% | +20.3% | -2.4% |
| 1Y | -19.1% | -28.5% | +9.4% | -15.7% |
| 3Y | +8.2% | -5.1% | +13.3% | +5.9% |
| 5Y | +75.6% | -10.5% | +86.1% | +67.7% |
| All | +459.5% | +1.1% | +458.4% | +376.3% |
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 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