+431.5%
APLD vs WYNN
+26.6%
+404.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -3.8% |
| 7D | -0.5% | -3.4% | +2.9% | +1.7% |
| 30D | -13.2% | -15.4% | +2.2% | -4.0% |
| 3M | -33.8% | -15.8% | -18.0% | -26.8% |
| 6M | -5.9% | -13.5% | +7.6% | +2.8% |
| YTD | +5.1% | -26.0% | +31.1% | +25.0% |
| 1Y | +51.8% | -27.4% | +79.2% | +80.0% |
| 3Y | +397.7% | -3.7% | +401.4% | +356.7% |
| All | +431.5% | +26.6% | +404.9% | +275.2% |
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 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