+280.4%
APH vs WYNN
-4.3%
+284.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.8% |
| 7D | -2.2% | -3.4% | +1.2% | -1.3% |
| 30D | -4.0% | -15.4% | +11.4% | +0.4% |
| 3M | +7.7% | -15.8% | +23.5% | +12.6% |
| 6M | +17.8% | -13.5% | +31.3% | +22.1% |
| YTD | +19.2% | -26.0% | +45.2% | +28.5% |
| 1Y | +35.7% | -27.4% | +63.1% | +46.4% |
| All | +280.4% | -4.3% | +284.7% | +255.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling