-46.5%
APLD vs WYNN
-32.5%
-14.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.1% | -12.8% | -9.6% |
| 7D | -18.5% | +15.4% | -33.9% | -25.1% |
| 30D | -32.8% | +6.8% | -39.5% | -35.1% |
| 3M | -46.9% | -15.4% | -31.5% | -40.1% |
| 6M | -53.4% | -20.0% | -33.4% | -45.1% |
| YTD | -32.3% | -31.0% | -1.2% | -12.8% |
| 1Y | -46.5% | -31.5% | -15.1% | -34.2% |
| All | -46.5% | -32.5% | -14.1% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling