  We revisit the statistics of extremes and records of symmetric random walks
with stochastic resetting, extending earlier studies in several directions. We
put forward a diffusive scaling regime (symmetric step length distribution with
finite variance, weak resetting probability) where the maximum of the walk and
the number of its records up to discrete time $n$ become asymptotically
proportional to each other for single typical trajectories. Their distributions
obey scaling laws ruled by a common two-parameter scaling function,
interpolating between a half-Gaussian and a Gumbel law. The exact solution of
the problem for the symmetric exponential step length distribution and for the
simple Polya lattice walk, as well as a heuristic analysis of other
distributions, allow a quantitative study of several facets of the statistics
of extremes and records beyond the diffusive scaling regime.
