+117.8%
AMDL vs WYNN
-4.6%
+122.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +10.9% | +11.0% |
| 7D | +19.9% | +1.8% | +18.2% | +18.1% |
| 30D | +6.3% | -9.8% | +16.1% | +16.7% |
| 3M | -9.9% | -11.8% | +1.9% | -0.4% |
| 6M | +394.3% | -8.8% | +403.1% | +422.8% |
| YTD | +257.3% | -22.8% | +280.1% | +338.1% |
| 1Y | +508.5% | -24.1% | +532.7% | +649.6% |
| All | +117.8% | -4.6% | +122.4% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling