+712.1%
AEHR vs WYNN
-11.0%
+723.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.5% |
| 7D | +9.8% | -4.2% | +14.0% | +13.0% |
| 30D | -26.7% | -14.6% | -12.1% | -18.2% |
| 3M | -8.1% | -18.4% | +10.3% | +5.1% |
| 6M | +123.1% | -11.9% | +135.0% | +143.5% |
| YTD | +369.0% | -26.6% | +395.6% | +475.1% |
| 1Y | +256.4% | -28.5% | +284.9% | +343.4% |
| 3Y | +96.4% | -5.1% | +101.5% | +95.2% |
| All | +712.1% | -11.0% | +723.1% | +707.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling