+3,452.6%
ALNY vs WYNN
+325.0%
+3,127.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -6.5% | -4.2% | -2.4% | -5.5% |
| 30D | +11.0% | -14.6% | +25.7% | +15.8% |
| 3M | -14.1% | -18.4% | +4.3% | -9.6% |
| 6M | -22.4% | -11.9% | -10.5% | -20.2% |
| YTD | -37.5% | -26.6% | -10.9% | -32.6% |
| 1Y | -46.9% | -28.5% | -18.4% | -42.8% |
| 3Y | +22.1% | -5.1% | +27.2% | +17.5% |
| 5Y | +31.2% | -10.5% | +41.7% | +22.4% |
| 10Y | +256.3% | +0.3% | +256.1% | +163.7% |
| All | +3,452.6% | +325.0% | +3,127.6% | +808.2% |
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