+8,589.1%
AMD vs WYNN
+1.1%
+8,587.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | +8.1% | -4.2% | +12.3% | +9.7% |
| 30D | +6.9% | -14.6% | +21.5% | +13.0% |
| 3M | +5.7% | -18.4% | +24.1% | +13.1% |
| 6M | +152.0% | -11.9% | +163.9% | +161.6% |
| YTD | +141.0% | -26.6% | +167.6% | +165.9% |
| 1Y | +231.6% | -28.5% | +260.1% | +267.7% |
| 3Y | +390.1% | -5.1% | +395.2% | +379.5% |
| 5Y | +390.6% | -10.5% | +401.1% | +368.0% |
| All | +8,589.1% | +1.1% | +8,587.9% | +6,686.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling