+107.2%
APA vs WYNN
-32.5%
+139.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.1% | -12.9% | -5.6% |
| 7D | -13.0% | +15.4% | -28.4% | -10.6% |
| 30D | +2.0% | +6.8% | -4.8% | +3.7% |
| 3M | +24.9% | -15.4% | +40.3% | +23.1% |
| 6M | +7.2% | -20.0% | +27.1% | +5.5% |
| YTD | +87.1% | -31.0% | +118.1% | +90.2% |
| 1Y | +107.2% | -31.5% | +138.6% | +111.8% |
| All | +107.2% | -32.5% | +139.6% | +111.8% |
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