-98.3%
AMC vs WYNN
-41.6%
-56.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.2% |
| 7D | -7.1% | -3.4% | -3.7% | -5.6% |
| 30D | -1.7% | -15.4% | +13.7% | +5.4% |
| 3M | +13.5% | -15.8% | +29.3% | +22.0% |
| 6M | +112.6% | -13.5% | +126.1% | +127.4% |
| YTD | +51.3% | -26.0% | +77.3% | +72.8% |
| 1Y | -14.5% | -27.4% | +12.9% | -2.4% |
| 3Y | -67.1% | -3.7% | -63.4% | -68.0% |
| 5Y | -99.5% | -9.8% | -89.8% | -99.5% |
| 10Y | -99.0% | +1.1% | -100.1% | -99.1% |
| All | -98.3% | -41.6% | -56.7% | -98.3% |
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