+126.1%
AMDL vs WYNN
-9.3%
+135.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.6% |
| 7D | +15.9% | -4.2% | +20.1% | +20.5% |
| 30D | +10.5% | -14.6% | +25.1% | +27.6% |
| 3M | -4.7% | -18.4% | +13.7% | +13.0% |
| 6M | +355.2% | -11.9% | +367.1% | +396.5% |
| YTD | +270.9% | -26.6% | +297.5% | +375.7% |
| 1Y | +499.5% | -28.5% | +528.0% | +681.8% |
| All | +126.1% | -9.3% | +135.4% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling