+394.8%
AMD vs WYNN
-2.3%
+397.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.0% |
| 7D | +14.0% | -1.4% | +15.4% | +14.7% |
| 30D | +11.0% | -11.8% | +22.7% | +17.0% |
| 3M | +9.6% | -15.8% | +25.4% | +17.7% |
| 6M | +157.1% | -10.7% | +167.8% | +167.0% |
| YTD | +143.3% | -24.5% | +167.8% | +171.7% |
| 1Y | +234.4% | -25.0% | +259.5% | +271.9% |
| All | +394.8% | -2.3% | +397.1% | +346.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling