+20.5%
AMCR vs WYNN
-34.2%
+54.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.7% | -1.8% | -4.1% |
| 7D | -2.7% | +6.9% | -9.6% | -4.9% |
| 30D | +9.7% | +3.5% | +6.2% | +8.3% |
| 3M | -2.6% | -21.4% | +18.8% | +5.5% |
| 6M | +25.6% | -25.0% | +50.6% | +38.1% |
| YTD | +14.9% | -33.6% | +48.5% | +29.0% |
| 1Y | +20.5% | -36.0% | +56.6% | +36.1% |
| All | +20.5% | -34.2% | +54.7% | +36.1% |
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 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