+358.7%
ALAB vs WYNN
-9.0%
+367.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.5% |
| 7D | +0.6% | -3.4% | +4.0% | +2.0% |
| 30D | -8.8% | -15.4% | +6.6% | -2.6% |
| 3M | -14.0% | -15.8% | +1.8% | -8.1% |
| 6M | +144.3% | -13.5% | +157.8% | +155.9% |
| YTD | +71.0% | -26.0% | +97.0% | +92.1% |
| 1Y | +23.5% | -27.4% | +50.9% | +40.2% |
| All | +358.7% | -9.0% | +367.7% | +294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling