+730.8%
ABT vs IAU
+776.1%
-45.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -1.0% |
| 7D | -5.4% | -2.0% | -3.4% | -5.4% |
| 30D | +8.0% | -4.4% | +12.4% | +8.0% |
| 3M | +0.2% | -8.9% | +9.1% | +0.3% |
| 6M | +34.1% | -15.9% | +50.1% | +34.3% |
| YTD | -10.6% | -7.8% | -2.8% | -10.6% |
| 1Y | -11.8% | -3.8% | -8.0% | -11.8% |
| 3Y | +23.9% | +104.3% | -80.5% | +23.3% |
| 5Y | -5.1% | +111.2% | -116.3% | -5.7% |
| 10Y | +228.6% | +216.4% | +12.2% | +231.8% |
| All | +730.8% | +776.1% | -45.3% | +728.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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