+499.5%
AMDL vs WYNN
-28.3%
+527.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | +15.9% | -4.2% | +20.1% | +18.7% |
| 30D | +10.5% | -14.6% | +25.1% | +20.5% |
| 3M | -4.7% | -18.4% | +13.7% | +7.0% |
| 6M | +355.2% | -11.9% | +367.1% | +381.4% |
| YTD | +270.9% | -26.6% | +297.5% | +345.9% |
| 1Y | +499.5% | -28.5% | +528.0% | +644.8% |
| All | +499.5% | -28.3% | +527.8% | +644.8% |
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