+521.7%
AVAV vs WYNN
+52.1%
+469.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | +3.2% | +1.8% | +1.4% | +2.9% |
| 30D | -20.3% | -9.8% | -10.5% | -18.9% |
| 3M | -19.4% | -11.8% | -7.6% | -17.7% |
| 6M | -35.3% | -8.8% | -26.5% | -34.3% |
| YTD | -38.5% | -22.8% | -15.7% | -35.8% |
| 1Y | -37.2% | -24.1% | -13.1% | -34.5% |
| 3Y | +31.1% | +0.4% | +30.7% | +27.3% |
| 5Y | +41.0% | -8.7% | +49.7% | +34.6% |
| 10Y | +508.8% | +8.3% | +500.4% | +413.8% |
| All | +521.7% | +52.1% | +469.6% | +355.0% |
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