-33.7%
ALB vs WYNN
-5.1%
-28.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | -6.6% | -4.2% | -2.4% | -4.4% |
| 30D | -8.1% | -14.6% | +6.5% | -0.2% |
| 3M | -25.7% | -18.4% | -7.3% | -17.6% |
| 6M | -29.5% | -11.9% | -17.5% | -25.7% |
| YTD | -16.2% | -26.6% | +10.4% | -2.5% |
| 1Y | +59.2% | -28.5% | +87.8% | +86.9% |
| 3Y | -33.7% | -5.1% | -28.6% | -41.5% |
| All | -33.7% | -5.1% | -28.7% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling