-99.8%
AMIX vs WYNN
-4.0%
-95.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.4% |
| 7D | +1.6% | -1.4% | +3.0% | +1.5% |
| 30D | -50.8% | -11.8% | -39.1% | -51.3% |
| 3M | -46.3% | -15.8% | -30.5% | -46.1% |
| 6M | -49.9% | -10.7% | -39.2% | -49.9% |
| YTD | -60.4% | -24.5% | -36.0% | -60.6% |
| 1Y | -81.7% | -25.0% | -56.7% | -81.7% |
| All | -99.8% | -4.0% | -95.8% | -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 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