+1,043.1%
ADM vs WYNN
+1,177.3%
-134.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | +3.0% | -3.4% | +6.4% | +3.6% |
| 30D | +8.7% | -15.4% | +24.1% | +12.0% |
| 3M | +7.6% | -15.8% | +23.4% | +10.7% |
| 6M | +26.9% | -13.5% | +40.4% | +29.6% |
| YTD | +54.3% | -26.0% | +80.3% | +61.8% |
| 1Y | +45.7% | -27.4% | +73.0% | +52.4% |
| 3Y | +21.9% | -3.7% | +25.6% | +19.1% |
| 5Y | +67.2% | -9.8% | +76.9% | +58.5% |
| 10Y | +177.7% | +1.1% | +176.6% | +132.9% |
| All | +1,043.1% | +1,177.3% | -134.2% | +538.0% |
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