+433.0%
AME vs WYNN
+1.1%
+431.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.4% |
| 7D | +1.7% | -4.2% | +5.9% | +2.7% |
| 30D | -6.4% | -14.6% | +8.2% | -3.1% |
| 3M | +7.1% | -18.4% | +25.5% | +11.8% |
| 6M | +8.2% | -11.9% | +20.1% | +10.9% |
| YTD | +18.2% | -26.6% | +44.8% | +25.9% |
| 1Y | +26.7% | -28.5% | +55.3% | +35.1% |
| 3Y | +60.7% | -5.1% | +65.8% | +56.9% |
| 5Y | +91.6% | -10.5% | +102.1% | +81.2% |
| All | +433.0% | +1.1% | +431.9% | +354.0% |
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 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