+56.7%
AVAV vs WYNN
-12.8%
+69.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +4.8% |
| 7D | -0.1% | -3.4% | +3.3% | +0.6% |
| 30D | -25.0% | -15.4% | -9.6% | -22.6% |
| 3M | -15.0% | -15.8% | +0.8% | -12.2% |
| 6M | -33.6% | -13.5% | -20.1% | -31.9% |
| YTD | -39.2% | -26.0% | -13.2% | -35.9% |
| 1Y | -40.5% | -27.4% | -13.1% | -37.3% |
| 3Y | +29.6% | -3.7% | +33.3% | +25.8% |
| 5Y | +56.7% | -9.8% | +66.5% | +44.1% |
| All | +56.7% | -12.8% | +69.5% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling