+2.1%
AVTR vs WYNN
-24.9%
+27.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -1.1% | -4.2% | +3.1% | 0.0% |
| 30D | +6.3% | -14.6% | +20.9% | +10.7% |
| 3M | +53.3% | -18.4% | +71.7% | +61.1% |
| 6M | +78.6% | -11.9% | +90.6% | +83.9% |
| YTD | +29.2% | -26.6% | +55.8% | +39.3% |
| 1Y | +13.8% | -28.5% | +42.4% | +22.9% |
| 3Y | -27.4% | -5.1% | -22.3% | -28.8% |
| 5Y | -65.0% | -10.5% | -54.5% | -66.7% |
| All | +2.1% | -24.9% | +27.0% | -14.1% |
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 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