+158.3%
APA vs WYNN
-11.0%
+169.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | +4.6% | -4.2% | +8.8% | +6.0% |
| 30D | +11.9% | -14.6% | +26.5% | +17.6% |
| 3M | +22.5% | -18.4% | +40.9% | +30.2% |
| 6M | +37.5% | -11.9% | +49.5% | +40.7% |
| YTD | +87.2% | -26.6% | +113.7% | +104.1% |
| 1Y | +101.4% | -28.5% | +130.0% | +119.2% |
| 3Y | +16.9% | -5.1% | +22.0% | +10.4% |
| All | +158.3% | -11.0% | +169.3% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling