-13.9%
WYNN vs ABCL
-81.2%
+67.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | -9.8% | +65.1% | -74.9% | -15.6% |
| 3M | -11.8% | +111.1% | -122.9% | -20.5% |
| 6M | -8.8% | +231.6% | -240.4% | -23.0% |
| YTD | -22.8% | +234.5% | -257.3% | -35.5% |
| 1Y | -24.1% | +174.3% | -198.5% | -35.7% |
| 3Y | +0.4% | +111.5% | -111.0% | -16.7% |
| 5Y | -8.7% | -37.3% | +28.6% | -20.0% |
| All | -13.9% | -81.2% | +67.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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