+65.2%
ALAB vs WYNN
-26.4%
+91.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.8% |
| 7D | +7.2% | -3.9% | +11.1% | +9.0% |
| 30D | -2.5% | -9.3% | +6.8% | +1.7% |
| 3M | -13.3% | -11.4% | -1.9% | -8.4% |
| 6M | +172.8% | -11.0% | +183.8% | +182.7% |
| YTD | +86.6% | -23.4% | +110.0% | +113.7% |
| 1Y | +65.2% | -24.8% | +90.0% | +98.4% |
| All | +65.2% | -26.4% | +91.5% | +98.4% |
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