+302.0%
ARMK vs WYNN
-40.7%
+342.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -0.9% | -3.4% | +2.5% | +0.2% |
| 30D | -5.9% | -15.4% | +9.5% | -0.7% |
| 3M | +6.7% | -15.8% | +22.5% | +12.6% |
| 6M | +42.5% | -13.5% | +56.0% | +48.7% |
| YTD | +55.1% | -26.0% | +81.1% | +69.6% |
| 1Y | +50.3% | -27.4% | +77.7% | +64.0% |
| 3Y | +122.2% | -3.7% | +125.9% | +113.0% |
| 5Y | +155.2% | -9.8% | +164.9% | +136.9% |
| 10Y | +137.3% | +1.1% | +136.2% | +97.1% |
| All | +302.0% | -40.7% | +342.7% | +240.7% |
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 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