-99.8%
AMIX vs WYNN
-6.7%
-93.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.4% |
| 7D | -4.8% | -4.2% | -0.6% | -5.1% |
| 30D | -42.0% | -14.6% | -27.4% | -42.7% |
| 3M | -46.5% | -18.4% | -28.1% | -46.4% |
| 6M | -48.2% | -11.9% | -36.3% | -48.4% |
| YTD | -62.2% | -26.6% | -35.6% | -62.4% |
| 1Y | -82.1% | -28.5% | -53.5% | -82.1% |
| All | -99.8% | -6.7% | -93.1% | -99.8% |
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 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