+1,187.5%
APD vs WYNN
+1,203.4%
-15.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.4% |
| 7D | -4.6% | -1.4% | -3.2% | -4.3% |
| 30D | -4.2% | -11.8% | +7.6% | -1.7% |
| 3M | +5.0% | -15.8% | +20.8% | +8.6% |
| 6M | +8.9% | -10.7% | +19.6% | +10.9% |
| YTD | +21.9% | -24.5% | +46.4% | +28.1% |
| 1Y | +5.6% | -25.0% | +30.6% | +10.5% |
| 3Y | +6.9% | -1.8% | +8.6% | +3.4% |
| 5Y | +25.3% | -10.0% | +35.4% | +18.4% |
| 10Y | +169.1% | +3.2% | +165.9% | +116.9% |
| All | +1,187.5% | +1,203.4% | -15.9% | +470.8% |
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 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