+338.7%
AEM vs WYNN
-5.1%
+343.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | -2.1% | -4.2% | +2.1% | -1.8% |
| 30D | +8.4% | -14.6% | +23.1% | +9.9% |
| 3M | +27.3% | -18.4% | +45.7% | +29.4% |
| 6M | -9.7% | -11.9% | +2.3% | -8.8% |
| YTD | +19.0% | -26.6% | +45.5% | +21.4% |
| 1Y | +31.5% | -28.5% | +60.0% | +34.3% |
| 3Y | +338.7% | -5.1% | +343.8% | +330.4% |
| All | +338.7% | -5.1% | +343.8% | +330.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling