+144.3%
ARMK vs WYNN
+1.1%
+143.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | +3.1% | -4.2% | +7.3% | +4.8% |
| 30D | -2.8% | -14.6% | +11.8% | +3.3% |
| 3M | +7.6% | -18.4% | +26.0% | +16.1% |
| 6M | +47.9% | -11.9% | +59.8% | +54.3% |
| YTD | +60.0% | -26.6% | +86.6% | +78.5% |
| 1Y | +52.2% | -28.5% | +80.8% | +69.8% |
| 3Y | +131.4% | -5.1% | +136.5% | +119.8% |
| 5Y | +163.2% | -10.5% | +173.7% | +138.9% |
| All | +144.3% | +1.1% | +143.1% | +97.0% |
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