+114.1%
AS vs WYNN
-1.5%
+115.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.3% |
| 7D | -2.6% | +1.8% | -4.4% | -3.6% |
| 30D | -22.1% | -9.8% | -12.3% | -17.7% |
| 3M | -15.3% | -11.8% | -3.5% | -9.5% |
| 6M | -15.6% | -8.8% | -6.8% | -11.3% |
| YTD | -23.2% | -22.8% | -0.4% | -12.3% |
| 1Y | -21.7% | -24.1% | +2.4% | -10.8% |
| All | +114.1% | -1.5% | +115.6% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling