+362.6%
APH vs WYNN
-11.0%
+373.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.9% |
| 3M | +10.3% | -18.4% | +28.7% | +16.0% |
| 6M | +25.2% | -11.9% | +37.1% | +28.9% |
| YTD | +24.6% | -26.6% | +51.2% | +34.2% |
| 1Y | +41.4% | -28.5% | +70.0% | +52.7% |
| 3Y | +297.8% | -5.1% | +302.9% | +286.6% |
| All | +362.6% | -11.0% | +373.6% | +327.5% |
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