+1,090.2%
ATI vs WYNN
+1.1%
+1,089.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -5.6% | -4.2% | -1.4% | -3.9% |
| 30D | -13.7% | -14.6% | +0.9% | -7.8% |
| 3M | -0.4% | -18.4% | +18.0% | +8.2% |
| 6M | +26.2% | -11.9% | +38.1% | +32.9% |
| YTD | +73.2% | -26.6% | +99.8% | +95.6% |
| 1Y | +161.6% | -28.5% | +190.1% | +195.7% |
| 3Y | +346.2% | -5.1% | +351.3% | +325.6% |
| 5Y | +1,047.6% | -10.5% | +1,058.1% | +943.1% |
| All | +1,090.2% | +1.1% | +1,089.1% | +821.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling