+107.2%
AS vs WYNN
-3.6%
+110.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.0% |
| 7D | -2.8% | -1.4% | -1.4% | -2.0% |
| 30D | -23.2% | -11.8% | -11.5% | -17.9% |
| 3M | -20.1% | -15.8% | -4.3% | -12.4% |
| 6M | -18.5% | -10.7% | -7.8% | -13.3% |
| YTD | -25.6% | -24.5% | -1.2% | -14.1% |
| 1Y | -24.4% | -25.0% | +0.7% | -13.3% |
| All | +107.2% | -3.6% | +110.8% | +95.6% |
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