+16,618.7%
APH vs WYNN
+1,232.2%
+15,386.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | +0.2% | +1.8% | -1.6% | -0.3% |
| 30D | -3.3% | -9.8% | +6.5% | -0.8% |
| 3M | +14.0% | -11.8% | +25.9% | +17.4% |
| 6M | +24.4% | -8.8% | +33.2% | +26.9% |
| YTD | +21.4% | -22.8% | +44.2% | +28.8% |
| 1Y | +48.9% | -24.1% | +73.1% | +58.1% |
| 3Y | +290.1% | +0.4% | +289.7% | +276.9% |
| 5Y | +352.8% | -8.7% | +361.5% | +328.2% |
| 10Y | +1,041.3% | +8.3% | +1,032.9% | +806.8% |
| All | +16,618.7% | +1,232.2% | +15,386.5% | +6,478.3% |
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