+178.7%
APTV vs WYNN
+1.5%
+177.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -5.0% | -4.2% | -0.8% | -3.4% |
| 30D | -6.1% | -14.6% | +8.6% | 0.0% |
| 3M | -33.0% | -18.4% | -14.6% | -27.5% |
| 6M | -35.2% | -11.9% | -23.3% | -32.2% |
| YTD | -40.1% | -26.6% | -13.6% | -32.8% |
| 1Y | -45.6% | -28.5% | -17.1% | -38.7% |
| 3Y | -54.4% | -5.1% | -49.2% | -55.2% |
| 5Y | -68.9% | -10.5% | -58.4% | -70.2% |
| 10Y | -17.2% | +0.3% | -17.5% | -31.8% |
| All | +178.7% | +1.5% | +177.3% | +110.2% |
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