+223.5%
AMD vs WYNN
-27.7%
+251.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.8% |
| 7D | +10.4% | -3.4% | +13.8% | +11.5% |
| 30D | +6.2% | -15.4% | +21.6% | +11.3% |
| 3M | +11.3% | -15.8% | +27.1% | +17.2% |
| 6M | +147.8% | -13.5% | +161.3% | +156.7% |
| YTD | +135.2% | -26.0% | +161.1% | +157.9% |
| All | +223.5% | -27.7% | +251.3% | +259.2% |
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