+306.4%
APP vs WYNN
-12.8%
+319.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +4.1% |
| 7D | +0.3% | -3.4% | +3.7% | +2.1% |
| 30D | -1.3% | -15.4% | +14.1% | +7.5% |
| 3M | -36.2% | -15.8% | -20.4% | -30.6% |
| 6M | -34.1% | -13.5% | -20.6% | -29.6% |
| YTD | -53.3% | -26.0% | -27.3% | -45.9% |
| 1Y | -44.5% | -27.4% | -17.2% | -35.8% |
| 3Y | +646.7% | -3.7% | +650.4% | +599.8% |
| 5Y | +306.4% | -9.8% | +316.2% | +254.3% |
| All | +306.4% | -12.8% | +319.2% | +254.3% |
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 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