-27.4%
AVTR vs WYNN
-5.1%
-22.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -1.1% | -4.2% | +3.1% | +0.2% |
| 30D | +6.3% | -14.6% | +20.9% | +11.4% |
| 3M | +53.3% | -18.4% | +71.7% | +62.7% |
| 6M | +78.6% | -11.9% | +90.6% | +84.7% |
| YTD | +29.2% | -26.6% | +55.8% | +41.0% |
| 1Y | +13.8% | -28.5% | +42.4% | +24.2% |
| 3Y | -27.4% | -5.1% | -22.3% | -31.9% |
| All | -27.4% | -5.1% | -22.4% | -31.9% |
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 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