+11,141.1%
AKAM vs WYNN
+1,166.9%
+9,974.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.5% | -4.2% | +5.7% | +2.6% |
| 30D | -13.0% | -14.6% | +1.6% | -9.6% |
| 3M | -19.4% | -18.4% | -1.0% | -15.4% |
| 6M | +0.3% | -11.9% | +12.2% | +2.8% |
| YTD | +22.4% | -26.6% | +49.0% | +30.8% |
| 1Y | +34.8% | -28.5% | +63.4% | +44.4% |
| 3Y | +1.9% | -5.1% | +7.1% | -0.5% |
| 5Y | -4.6% | -10.5% | +5.9% | -10.5% |
| 10Y | +103.4% | +0.3% | +103.1% | +49.5% |
| All | +11,141.1% | +1,166.9% | +9,974.2% | +1,848.2% |
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