+179.4%
AMAT vs WYNN
-26.8%
+206.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.5% |
| 7D | +4.2% | -3.4% | +7.6% | +5.4% |
| 30D | -13.5% | -15.4% | +1.9% | -8.5% |
| 3M | -8.6% | -15.8% | +7.2% | -3.2% |
| 6M | +31.6% | -13.5% | +45.1% | +36.8% |
| YTD | +77.3% | -26.0% | +103.3% | +95.1% |
| 1Y | +179.4% | -27.4% | +206.7% | +212.8% |
| All | +179.4% | -26.8% | +206.1% | +212.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling