-2.6%
AMC vs WYNN
-26.4%
+23.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | +2.3% | -3.9% | +6.2% | +4.8% |
| 30D | -0.7% | -9.3% | +8.5% | +5.3% |
| 3M | +35.2% | -11.4% | +46.6% | +45.6% |
| 6M | +124.6% | -11.0% | +135.5% | +142.3% |
| YTD | +69.9% | -23.4% | +93.2% | +92.5% |
| 1Y | -2.6% | -24.8% | +22.2% | +10.2% |
| All | -2.6% | -26.4% | +23.8% | +10.2% |
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