-69.0%
AVAV vs WYNN
-32.5%
-36.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.1% | -14.4% | -9.7% |
| 7D | -10.1% | +15.4% | -25.5% | -13.6% |
| 30D | -18.7% | +6.8% | -25.5% | -20.2% |
| 3M | -33.0% | -15.4% | -17.6% | -29.5% |
| 6M | -37.2% | -20.0% | -17.2% | -32.9% |
| YTD | -53.2% | -31.0% | -22.1% | -48.6% |
| 1Y | -69.0% | -31.5% | -37.5% | -66.9% |
| All | -69.0% | -32.5% | -36.5% | -66.9% |
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 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