+239.0%
WYNN vs AMP
+2,112.0%
-1,873.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.3% |
| 7D | -4.2% | -0.5% | -3.7% | -3.9% |
| 30D | -14.6% | -1.3% | -13.3% | -14.0% |
| 3M | -18.4% | +24.2% | -42.6% | -28.9% |
| 6M | -11.9% | +24.6% | -36.5% | -23.8% |
| YTD | -26.6% | +14.8% | -41.4% | -33.5% |
| 1Y | -28.5% | +12.8% | -41.3% | -34.8% |
| 3Y | -5.1% | +69.0% | -74.1% | -33.9% |
| 5Y | -10.5% | +124.9% | -135.4% | -47.8% |
| 10Y | +0.3% | +583.5% | -583.3% | -70.8% |
| All | +239.0% | +2,112.0% | -1,873.0% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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