-99.0%
AMC vs WYNN
+1.1%
-100.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.1% | +4.7% |
| 7D | -7.2% | -4.2% | -3.0% | -5.1% |
| 30D | -2.8% | -14.6% | +11.9% | +5.1% |
| 3M | +7.9% | -18.4% | +26.3% | +19.3% |
| 6M | +119.6% | -11.9% | +131.6% | +135.6% |
| YTD | +57.7% | -26.6% | +84.3% | +85.0% |
| 1Y | -12.1% | -28.5% | +16.4% | +3.3% |
| 3Y | -66.5% | -5.1% | -61.4% | -67.6% |
| 5Y | -99.5% | -10.5% | -89.0% | -99.5% |
| All | -99.0% | +1.1% | -100.1% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling