+299.7%
ARM vs WYNN
-5.4%
+305.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.6% |
| 7D | +4.8% | -3.4% | +8.2% | +7.0% |
| 30D | -5.5% | -15.4% | +9.9% | +4.3% |
| 3M | -17.3% | -15.8% | -1.5% | -8.6% |
| 6M | +110.9% | -13.5% | +124.3% | +129.2% |
| YTD | +132.5% | -26.0% | +158.5% | +175.8% |
| 1Y | +64.9% | -27.4% | +92.3% | +93.0% |
| All | +299.7% | -5.4% | +305.2% | +267.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling