+357.3%
AMD vs WYNN
+2.9%
+354.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.5% | -11.2% | -9.8% |
| 7D | +18.9% | +2.3% | +16.6% | +17.6% |
| 30D | -6.4% | +15.4% | -21.8% | -12.1% |
| 3M | +10.6% | -16.7% | +27.3% | +19.5% |
| 6M | +19.9% | -11.1% | +31.0% | +24.9% |
| YTD | +149.4% | -28.8% | +178.2% | +186.1% |
| 1Y | +115.4% | -30.2% | +145.6% | +149.0% |
| 3Y | +357.3% | +3.8% | +353.5% | +298.4% |
| All | +357.3% | +2.9% | +354.4% | +298.4% |
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 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