+378.5%
APP vs WYNN
-26.3%
+404.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +0.1% | +1.8% | -1.7% | -0.8% |
| 30D | -10.0% | -9.8% | -0.2% | -5.5% |
| 3M | -44.6% | -11.8% | -32.8% | -41.4% |
| 6M | -37.9% | -8.8% | -29.1% | -35.5% |
| YTD | -53.7% | -22.8% | -30.9% | -47.8% |
| 1Y | -43.0% | -24.1% | -18.8% | -35.8% |
| 3Y | +640.8% | +0.4% | +640.4% | +585.5% |
| 5Y | +358.8% | -8.7% | +367.5% | +285.8% |
| All | +378.5% | -26.3% | +404.9% | +314.2% |
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 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