-35.7%
AUR vs WYNN
-28.4%
-7.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +1.4% | -4.2% | +5.6% | +3.9% |
| 30D | -6.4% | -14.6% | +8.2% | +2.6% |
| 3M | +7.7% | -18.4% | +26.1% | +20.4% |
| 6M | +44.5% | -11.9% | +56.4% | +53.8% |
| YTD | +67.4% | -26.6% | +94.0% | +97.2% |
| 1Y | +15.4% | -28.5% | +44.0% | +36.0% |
| 3Y | +94.8% | -5.1% | +100.0% | +85.4% |
| 5Y | -35.1% | -10.5% | -24.6% | -46.1% |
| All | -35.7% | -28.4% | -7.3% | -46.8% |
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