-46.9%
ALNY vs WYNN
-28.3%
-18.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -6.5% | -4.2% | -2.4% | -6.1% |
| 30D | +11.0% | -14.6% | +25.7% | +12.8% |
| 3M | -14.1% | -18.4% | +4.3% | -12.2% |
| 6M | -22.4% | -11.9% | -10.5% | -21.8% |
| YTD | -37.5% | -26.6% | -10.9% | -36.3% |
| 1Y | -46.9% | -28.5% | -18.4% | -45.8% |
| All | -46.9% | -28.3% | -18.6% | -45.8% |
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