+316.4%
ARM vs WYNN
-6.2%
+322.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.7% |
| 7D | +5.0% | -4.2% | +9.2% | +7.8% |
| 30D | -2.6% | -14.6% | +12.0% | +6.9% |
| 3M | -22.6% | -18.4% | -4.2% | -12.9% |
| 6M | +120.5% | -11.9% | +132.4% | +137.2% |
| YTD | +142.2% | -26.6% | +168.8% | +188.7% |
| 1Y | +71.2% | -28.5% | +99.7% | +102.4% |
| All | +316.4% | -6.2% | +322.6% | +284.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling