+374.7%
AMDL vs WYNN
-26.4%
+401.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +4.5% | -3.9% | +8.4% | +6.8% |
| 30D | -4.4% | -9.3% | +4.9% | +0.9% |
| 3M | -30.5% | -11.4% | -19.1% | -25.7% |
| 6M | +300.9% | -11.0% | +311.8% | +323.7% |
| YTD | +219.9% | -23.4% | +243.3% | +276.7% |
| 1Y | +374.7% | -24.8% | +399.5% | +490.8% |
| All | +374.7% | -26.4% | +401.1% | +490.8% |
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