-24.0%
AMRZ vs WYNN
-26.8%
+2.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | -8.1% | -3.4% | -4.7% | -7.1% |
| 30D | -14.8% | -15.4% | +0.6% | -10.5% |
| 3M | -19.7% | -15.8% | -4.0% | -15.6% |
| 6M | -30.8% | -13.5% | -17.3% | -28.1% |
| YTD | -24.3% | -26.0% | +1.7% | -19.9% |
| 1Y | -24.0% | -27.4% | +3.4% | -20.2% |
| All | -24.0% | -26.8% | +2.8% | -20.2% |
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