+15,921.6%
APH vs WYNN
+1,128.7%
+14,792.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.4% |
| 7D | +4.9% | +2.3% | +2.5% | +4.3% |
| 30D | -5.4% | +15.4% | -20.8% | -9.0% |
| 3M | -5.5% | -16.7% | +11.2% | -1.3% |
| 6M | +25.9% | -11.1% | +37.1% | +28.9% |
| YTD | +16.4% | -28.8% | +45.2% | +25.7% |
| 1Y | +16.5% | -30.2% | +46.7% | +26.4% |
| 3Y | +270.9% | +3.8% | +267.1% | +255.2% |
| 5Y | +289.5% | -6.2% | +295.7% | +266.8% |
| 10Y | +930.0% | +12.6% | +917.4% | +710.9% |
| All | +15,921.6% | +1,128.7% | +14,792.9% | +6,317.1% |
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