-18.3%
AMRZ vs WYNN
+5.3%
-23.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | -2.0% | +1.8% | -3.8% | -2.5% |
| 30D | -9.8% | -9.8% | 0.0% | -7.3% |
| 3M | -17.2% | -11.8% | -5.4% | -14.5% |
| 6M | -26.9% | -8.8% | -18.1% | -25.3% |
| YTD | -21.5% | -22.8% | +1.3% | -18.2% |
| 1Y | -22.9% | -24.1% | +1.2% | -20.2% |
| All | -18.3% | +5.3% | -23.6% | -18.5% |
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