+29.8%
AVAV vs WYNN
-4.3%
+34.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +4.8% |
| 7D | -0.1% | -3.4% | +3.3% | +0.5% |
| 30D | -25.0% | -15.4% | -9.6% | -23.0% |
| 3M | -15.0% | -15.8% | +0.8% | -12.6% |
| 6M | -33.6% | -13.5% | -20.1% | -32.2% |
| YTD | -39.2% | -26.0% | -13.2% | -36.6% |
| 1Y | -40.5% | -27.4% | -13.1% | -38.0% |
| All | +29.8% | -4.3% | +34.1% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling