-99.8%
AMIX vs WYNN
-2.6%
-97.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -13.7% | -3.9% | -9.8% | -14.0% |
| 30D | -62.1% | -9.3% | -52.8% | -62.4% |
| 3M | -46.2% | -11.4% | -34.7% | -46.1% |
| 6M | -46.4% | -11.0% | -35.5% | -46.5% |
| YTD | -60.3% | -23.4% | -36.9% | -60.4% |
| 1Y | -79.7% | -24.8% | -54.9% | -79.7% |
| All | -99.8% | -2.6% | -97.2% | -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 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