+40.2%
AMC vs WYNN
-32.5%
+72.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.1% | +1.3% | +2.5% |
| 7D | +17.7% | +15.4% | +2.3% | +5.4% |
| 30D | +26.2% | +6.8% | +19.4% | +19.9% |
| 3M | +31.3% | -15.4% | +46.7% | +47.7% |
| 6M | +142.8% | -20.0% | +162.7% | +186.4% |
| YTD | +125.6% | -31.0% | +156.7% | +179.0% |
| 1Y | +40.2% | -31.5% | +71.7% | +71.7% |
| All | +40.2% | -32.5% | +72.7% | +71.7% |
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