+425.2%
FTAI vs WYNN
-5.1%
+430.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.7% |
| 7D | -5.2% | -4.2% | -1.0% | -3.5% |
| 30D | -17.9% | -14.6% | -3.3% | -12.4% |
| 3M | -22.7% | -18.4% | -4.3% | -16.2% |
| 6M | -28.0% | -11.9% | -16.1% | -24.2% |
| YTD | -5.0% | -26.6% | +21.6% | +6.7% |
| 1Y | +10.4% | -28.5% | +38.9% | +24.1% |
| 3Y | +425.2% | -5.1% | +430.4% | +389.7% |
| All | +425.2% | -5.1% | +430.3% | +389.7% |
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