+1,607.1%
AMAT vs WYNN
+2.0%
+1,605.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.4% |
| 7D | +4.2% | -3.4% | +7.6% | +5.6% |
| 30D | -13.5% | -15.4% | +1.9% | -7.8% |
| 3M | -8.6% | -15.8% | +7.2% | -2.7% |
| 6M | +31.6% | -13.5% | +45.1% | +38.2% |
| YTD | +77.3% | -26.0% | +103.3% | +97.0% |
| 1Y | +179.4% | -27.4% | +206.7% | +211.4% |
| 3Y | +215.0% | -3.7% | +218.8% | +206.0% |
| 5Y | +245.8% | -9.8% | +255.6% | +226.9% |
| All | +1,607.1% | +2.0% | +1,605.1% | +1,273.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling