+509.8%
AVAV vs WYNN
+1.1%
+508.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +1.4% | -4.2% | +5.6% | +2.2% |
| 30D | -24.3% | -14.6% | -9.7% | -22.1% |
| 3M | -20.1% | -18.4% | -1.7% | -17.2% |
| 6M | -29.4% | -11.9% | -17.5% | -27.9% |
| YTD | -39.3% | -26.6% | -12.8% | -36.0% |
| 1Y | -39.3% | -28.5% | -10.8% | -36.0% |
| 3Y | +29.5% | -5.1% | +34.6% | +26.8% |
| 5Y | +56.3% | -10.5% | +66.8% | +48.8% |
| All | +509.8% | +1.1% | +508.6% | +452.4% |
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