+378.7%
AMD vs WYNN
-12.8%
+391.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.4% |
| 7D | +10.4% | -3.4% | +13.8% | +12.2% |
| 30D | +6.2% | -15.4% | +21.6% | +14.6% |
| 3M | +11.3% | -15.8% | +27.1% | +19.9% |
| 6M | +147.8% | -13.5% | +161.3% | +162.0% |
| YTD | +135.2% | -26.0% | +161.1% | +166.0% |
| 1Y | +215.7% | -27.4% | +243.0% | +257.7% |
| 3Y | +374.7% | -3.7% | +378.4% | +347.3% |
| 5Y | +378.7% | -9.8% | +388.5% | +309.7% |
| All | +378.7% | -12.8% | +391.5% | +309.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling