+154.5%
APA vs WYNN
+1,203.4%
-1,049.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +3.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.8% |
| 30D | +9.3% | -11.8% | +21.1% | +14.0% |
| 3M | +23.3% | -15.8% | +39.2% | +30.2% |
| 6M | +39.5% | -10.7% | +50.2% | +42.4% |
| YTD | +87.6% | -24.5% | +112.1% | +102.9% |
| 1Y | +114.2% | -25.0% | +139.3% | +129.8% |
| 3Y | +13.6% | -1.8% | +15.3% | +8.2% |
| 5Y | +175.6% | -10.0% | +185.6% | +157.0% |
| 10Y | -2.6% | +3.2% | -5.8% | -13.6% |
| All | +154.5% | +1,203.4% | -1,049.0% | +27.0% |
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