-20.2%
AMRZ vs WYNN
+3.0%
-23.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.8% |
| 7D | -4.7% | -1.4% | -3.2% | -4.3% |
| 30D | -11.3% | -11.8% | +0.5% | -8.3% |
| 3M | -22.1% | -15.8% | -6.2% | -18.5% |
| 6M | -29.6% | -10.7% | -18.9% | -27.6% |
| YTD | -23.3% | -24.5% | +1.2% | -19.6% |
| 1Y | -23.7% | -25.0% | +1.3% | -20.7% |
| All | -20.2% | +3.0% | -23.2% | -19.9% |
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