-9.6%
AUR vs WYNN
-34.2%
+24.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.1% |
| 7D | -8.5% | +6.9% | -15.4% | -10.8% |
| 30D | -29.9% | +3.5% | -33.4% | -30.7% |
| 3M | -39.8% | -21.4% | -18.4% | -33.6% |
| 6M | -38.3% | -25.0% | -13.3% | -30.5% |
| YTD | +4.9% | -33.6% | +38.5% | +21.7% |
| 1Y | -9.6% | -36.0% | +26.4% | +5.7% |
| All | -9.6% | -34.2% | +24.6% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling