+444.7%
APLD vs WYNN
+25.6%
+419.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | +0.2% | -4.2% | +4.4% | +2.9% |
| 30D | -15.2% | -14.6% | -0.6% | -6.7% |
| 3M | -36.3% | -18.4% | -17.9% | -28.3% |
| 6M | -7.4% | -11.9% | +4.6% | +0.2% |
| YTD | +7.7% | -26.6% | +34.3% | +28.7% |
| 1Y | +53.8% | -28.5% | +82.3% | +84.1% |
| 3Y | +407.1% | -5.1% | +412.2% | +369.9% |
| All | +444.7% | +25.6% | +419.1% | +286.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling