+86.1%
ARM vs WYNN
-26.4%
+112.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.5% | -3.9% | +9.4% | +7.0% |
| 30D | -8.2% | -9.3% | +1.1% | -4.8% |
| 3M | -35.9% | -11.4% | -24.5% | -32.9% |
| 6M | +103.1% | -11.0% | +114.1% | +111.1% |
| YTD | +130.6% | -23.4% | +154.0% | +141.6% |
| 1Y | +86.1% | -24.8% | +110.9% | +99.1% |
| All | +86.1% | -26.4% | +112.5% | +99.1% |
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