+311.3%
ARM vs WYNN
-1.4%
+312.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | +11.4% | +1.8% | +9.6% | +10.2% |
| 30D | -7.4% | -9.8% | +2.4% | -1.8% |
| 3M | -24.5% | -11.8% | -12.7% | -18.9% |
| 6M | +128.7% | -8.8% | +137.4% | +140.8% |
| YTD | +139.3% | -22.8% | +162.1% | +176.7% |
| 1Y | +88.0% | -24.1% | +112.1% | +114.4% |
| All | +311.3% | -1.4% | +312.6% | +268.4% |
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