+153.3%
AMAT vs WYNN
+2.9%
+150.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.8% |
| 7D | +11.4% | +2.3% | +9.0% | +10.3% |
| 30D | -17.0% | +15.4% | -32.4% | -21.9% |
| 3M | -30.6% | -16.7% | -13.9% | -25.2% |
| 6M | -14.9% | -11.1% | -3.8% | -11.6% |
| YTD | +44.7% | -28.8% | +73.5% | +65.1% |
| 1Y | +66.9% | -30.2% | +97.1% | +91.8% |
| 3Y | +153.3% | +3.8% | +149.5% | +117.9% |
| All | +153.3% | +2.9% | +150.4% | +117.9% |
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