+115.6%
AMDL vs WYNN
-8.5%
+124.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -4.8% |
| 7D | +20.7% | -3.4% | +24.1% | +24.6% |
| 30D | +9.4% | -15.4% | +24.8% | +27.4% |
| 3M | +5.6% | -15.8% | +21.4% | +21.8% |
| 6M | +340.3% | -13.5% | +353.8% | +389.2% |
| YTD | +253.6% | -26.0% | +279.6% | +350.4% |
| 1Y | +443.4% | -27.4% | +470.8% | +597.0% |
| All | +115.6% | -8.5% | +124.1% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling