+262.0%
AMAT vs WYNN
-10.4%
+272.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | +0.1% |
| 7D | +6.9% | -1.4% | +8.3% | +7.6% |
| 30D | -10.1% | -11.8% | +1.6% | -5.4% |
| 3M | -6.0% | -15.8% | +9.8% | +0.5% |
| 6M | +38.6% | -10.7% | +49.4% | +44.1% |
| YTD | +83.1% | -24.5% | +107.6% | +103.4% |
| 1Y | +188.3% | -25.0% | +213.4% | +219.7% |
| 3Y | +225.3% | -1.8% | +227.1% | +209.0% |
| 5Y | +262.0% | -10.0% | +272.0% | +221.9% |
| All | +262.0% | -10.4% | +272.3% | +221.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling