+59.2%
ALB vs WYNN
-28.3%
+87.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | -6.6% | -4.2% | -2.4% | -5.3% |
| 30D | -8.1% | -14.6% | +6.5% | -3.5% |
| 3M | -25.7% | -18.4% | -7.3% | -20.7% |
| 6M | -29.5% | -11.9% | -17.5% | -27.2% |
| YTD | -16.2% | -26.6% | +10.4% | -6.5% |
| 1Y | +59.2% | -28.5% | +87.8% | +82.6% |
| All | +59.2% | -28.3% | +87.6% | +82.6% |
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