+718.4%
ABT vs IAU
+875.8%
-157.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | +2.5% | +4.4% | -2.0% | +2.4% |
| 3M | +20.2% | -1.1% | +21.2% | +20.2% |
| 6M | -2.9% | -13.7% | +10.8% | -2.8% |
| YTD | -11.9% | +2.7% | -14.7% | -12.0% |
| 1Y | -16.5% | +24.6% | -41.2% | -16.8% |
| 3Y | +12.1% | +126.8% | -114.7% | +11.5% |
| 5Y | -7.4% | +139.5% | -146.9% | -8.0% |
| 10Y | +210.7% | +226.3% | -15.6% | +212.5% |
| All | +718.4% | +875.8% | -157.4% | +715.7% |
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