-12.2%
WYNN vs ACM
+1.2%
-13.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.4% |
| 7D | -4.2% | -4.6% | +0.4% | -1.7% |
| 30D | -14.6% | +4.1% | -18.7% | -16.9% |
| 3M | -18.4% | -8.3% | -10.1% | -16.1% |
| 6M | -11.9% | -30.1% | +18.1% | +6.4% |
| YTD | -26.6% | -32.6% | +6.0% | -9.8% |
| 1Y | -28.5% | -49.6% | +21.0% | +4.7% |
| 3Y | -5.1% | -23.0% | +17.9% | -1.1% |
| All | -12.2% | +1.2% | -13.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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