+65.3%
WYNN vs ACM
+218.1%
-152.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.3% |
| 7D | -1.4% | -3.7% | +2.3% | +0.8% |
| 30D | -11.8% | -12.7% | +0.9% | -5.4% |
| 3M | -15.8% | -9.8% | -6.0% | -12.2% |
| 6M | -10.7% | -31.4% | +20.7% | +9.4% |
| YTD | -24.5% | -32.1% | +7.6% | -7.4% |
| 1Y | -25.0% | -47.8% | +22.8% | +7.0% |
| 3Y | -1.8% | -22.1% | +20.3% | +6.9% |
| 5Y | -10.0% | +1.8% | -11.8% | -17.3% |
| 10Y | +3.2% | +132.5% | -129.4% | -44.8% |
| All | +65.3% | +218.1% | -152.8% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling