+528.2%
AMKR vs WYNN
+1.1%
+527.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.3% | +4.8% |
| 7D | +8.3% | -4.2% | +12.5% | +10.4% |
| 30D | -6.8% | -14.6% | +7.8% | -0.1% |
| 3M | -31.9% | -18.4% | -13.5% | -26.0% |
| 6M | +18.4% | -11.9% | +30.3% | +24.7% |
| YTD | +31.7% | -26.6% | +58.3% | +49.4% |
| 1Y | +105.2% | -28.5% | +133.8% | +135.3% |
| 3Y | +147.7% | -5.1% | +152.9% | +143.9% |
| 5Y | +99.4% | -10.5% | +109.8% | +90.6% |
| All | +528.2% | +1.1% | +527.0% | +381.3% |
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