+109.1%
AMDL vs WYNN
-32.5%
+141.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -0.1% |
| 7D | -30.7% | +15.4% | -46.1% | -34.2% |
| 30D | -43.8% | +6.8% | -50.5% | -44.8% |
| 3M | -24.5% | -15.4% | -9.1% | -17.9% |
| 6M | +44.7% | -20.0% | +64.6% | +61.3% |
| YTD | +204.0% | -31.0% | +235.0% | +280.7% |
| 1Y | +109.1% | -31.5% | +140.5% | +157.0% |
| All | +109.1% | -32.5% | +141.5% | +157.0% |
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