+8,378.1%
AMD vs WYNN
+2.0%
+8,376.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.6% |
| 7D | +10.4% | -3.4% | +13.8% | +11.8% |
| 30D | +6.2% | -15.4% | +21.6% | +12.6% |
| 3M | +11.3% | -15.8% | +27.1% | +17.9% |
| 6M | +147.8% | -13.5% | +161.3% | +158.9% |
| YTD | +135.2% | -26.0% | +161.1% | +158.7% |
| 1Y | +215.7% | -27.4% | +243.0% | +248.1% |
| 3Y | +374.7% | -3.7% | +378.4% | +362.1% |
| 5Y | +378.7% | -9.8% | +388.5% | +355.3% |
| All | +8,378.1% | +2.0% | +8,376.2% | +6,502.4% |
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