+413.2%
ADM vs IAU
+810.1%
-396.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -7.8% | +4.9% | -12.7% | -8.4% |
| 30D | -12.6% | -1.4% | -11.2% | -12.5% |
| 3M | -8.2% | -4.8% | -3.5% | -7.8% |
| 6M | -8.9% | -12.5% | +3.6% | -7.4% |
| YTD | +24.0% | -4.2% | +28.2% | +23.7% |
| 1Y | +26.2% | +3.1% | +23.0% | +24.4% |
| 3Y | +7.0% | +110.0% | -103.0% | -5.9% |
| 5Y | +24.9% | +123.1% | -98.2% | +8.5% |
| 10Y | +102.6% | +216.7% | -114.1% | +65.4% |
| All | +413.2% | +810.1% | -396.9% | +249.7% |
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