-16.0%
AMKR vs WYNN
-34.2%
+18.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -3.7% | -10.8% | -13.4% |
| 7D | -26.0% | +6.9% | -32.9% | -27.3% |
| 30D | -42.9% | +3.5% | -46.4% | -43.2% |
| 3M | -43.3% | -21.4% | -21.9% | -36.5% |
| 6M | -60.1% | -25.0% | -35.2% | -54.4% |
| YTD | -22.4% | -33.6% | +11.2% | -6.7% |
| 1Y | -16.0% | -36.0% | +20.0% | +3.7% |
| All | -16.0% | -34.2% | +18.2% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling