-25.0%
WYNN vs ALHC
-29.3%
+4.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +1.8% | -1.0% | +2.7% | +1.9% |
| 30D | -9.8% | -6.3% | -3.5% | -9.4% |
| 3M | -11.8% | -12.3% | +0.5% | -11.9% |
| 6M | -8.8% | -27.0% | +18.2% | -7.8% |
| YTD | -22.8% | -31.8% | +9.0% | -21.6% |
| 1Y | -24.1% | -17.0% | -7.1% | -24.5% |
| 3Y | +0.4% | +159.8% | -159.4% | -18.3% |
| 5Y | -8.7% | -25.1% | +16.5% | -16.2% |
| All | -25.0% | -29.3% | +4.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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