+1,082.3%
APH vs WYNN
+1.1%
+1,081.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | +1.4% | -4.2% | +5.6% | +2.5% |
| 30D | -1.2% | -14.6% | +13.4% | +2.7% |
| 3M | +10.3% | -18.4% | +28.7% | +15.7% |
| 6M | +25.2% | -11.9% | +37.1% | +28.8% |
| YTD | +24.6% | -26.6% | +51.2% | +33.9% |
| 1Y | +41.4% | -28.5% | +70.0% | +52.4% |
| 3Y | +297.8% | -5.1% | +302.9% | +289.3% |
| 5Y | +366.0% | -10.5% | +376.5% | +342.3% |
| All | +1,082.3% | +1.1% | +1,081.2% | +912.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling