+13.0%
AMCR vs WYNN
-26.4%
+39.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.9% | -3.9% | +2.0% | -0.9% |
| 30D | -4.1% | -9.3% | +5.2% | -1.7% |
| 3M | +21.7% | -11.4% | +33.1% | +25.3% |
| 6M | +1.5% | -11.0% | +12.4% | +4.0% |
| YTD | +13.1% | -23.4% | +36.5% | +18.0% |
| 1Y | +13.0% | -24.8% | +37.8% | +17.8% |
| All | +13.0% | -26.4% | +39.4% | +17.8% |
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 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