+5,383.7%
AME vs WYNN
+1,177.3%
+4,206.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | 0.0% | -3.4% | +3.4% | +0.8% |
| 30D | -8.6% | -15.4% | +6.8% | -5.1% |
| 3M | +5.8% | -15.8% | +21.6% | +9.8% |
| 6M | +3.8% | -13.5% | +17.3% | +7.0% |
| YTD | +14.4% | -26.0% | +40.4% | +21.9% |
| 1Y | +25.8% | -27.4% | +53.2% | +33.9% |
| 3Y | +55.2% | -3.7% | +58.9% | +51.1% |
| 5Y | +85.5% | -9.8% | +95.3% | +74.7% |
| 10Y | +424.0% | +1.1% | +422.9% | +326.4% |
| All | +5,383.7% | +1,177.3% | +4,206.4% | +2,537.9% |
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