+1,321.9%
AMAT vs WYNN
+13.3%
+1,308.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.7% |
| 7D | +11.4% | +2.3% | +9.0% | +10.4% |
| 30D | -17.0% | +15.4% | -32.4% | -21.7% |
| 3M | -30.6% | -16.7% | -13.9% | -25.9% |
| 6M | -14.9% | -11.1% | -3.8% | -12.0% |
| YTD | +44.7% | -28.8% | +73.5% | +62.5% |
| 1Y | +66.9% | -30.2% | +97.1% | +88.7% |
| 3Y | +153.3% | +3.8% | +149.5% | +138.9% |
| 5Y | +146.2% | -6.2% | +152.4% | +130.2% |
| All | +1,321.9% | +13.3% | +1,308.6% | +1,052.6% |
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