+4,241.5%
AMAT vs WYNN
+1,222.3%
+3,019.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -3.9% | +2.4% | -0.3% |
| 30D | -14.8% | -9.3% | -5.5% | -12.3% |
| 3M | -9.3% | -11.4% | +2.2% | -6.3% |
| 6M | +27.4% | -11.0% | +38.4% | +31.3% |
| YTD | +77.6% | -23.4% | +100.9% | +90.9% |
| 1Y | +188.9% | -24.8% | +213.8% | +211.4% |
| 3Y | +202.3% | -7.1% | +209.4% | +200.4% |
| 5Y | +248.9% | -5.4% | +254.3% | +233.3% |
| 10Y | +1,585.2% | +11.5% | +1,573.7% | +1,299.1% |
| All | +4,241.5% | +1,222.3% | +3,019.2% | +1,917.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling