+159.2%
ARMK vs WYNN
-11.0%
+170.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | +3.1% | -4.2% | +7.3% | +4.4% |
| 30D | -2.8% | -14.6% | +11.8% | +1.8% |
| 3M | +7.6% | -18.4% | +26.0% | +14.1% |
| 6M | +47.9% | -11.9% | +59.8% | +52.9% |
| YTD | +60.0% | -26.6% | +86.6% | +74.1% |
| 1Y | +52.2% | -28.5% | +80.8% | +65.6% |
| 3Y | +131.4% | -5.1% | +136.5% | +122.0% |
| All | +159.2% | -11.0% | +170.2% | +141.7% |
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