+228.1%
AEHR vs WYNN
-26.4%
+254.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | 0.0% | +13.1% | +13.1% |
| 7D | +6.7% | -3.9% | +10.6% | +9.7% |
| 30D | -12.7% | -9.3% | -3.4% | -6.2% |
| 3M | -26.0% | -11.4% | -14.6% | -19.6% |
| 6M | +102.2% | -11.0% | +113.2% | +118.4% |
| YTD | +327.2% | -23.4% | +350.6% | +403.5% |
| 1Y | +228.1% | -24.8% | +252.9% | +287.3% |
| All | +228.1% | -26.4% | +254.5% | +287.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling