+9.6%
AMT vs WYNN
-5.1%
+14.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.8% |
| 7D | +1.1% | -4.2% | +5.3% | +1.3% |
| 30D | +4.4% | -14.6% | +19.0% | +4.9% |
| 3M | -5.2% | -18.4% | +13.3% | -4.6% |
| 6M | -0.8% | -11.9% | +11.1% | -0.4% |
| YTD | +3.3% | -26.6% | +29.9% | +4.0% |
| 1Y | -6.0% | -28.5% | +22.5% | -5.4% |
| 3Y | +9.6% | -5.1% | +14.7% | +10.3% |
| All | +9.6% | -5.1% | +14.7% | +10.3% |
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 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