-23.0%
AKAM vs IAU
+99.0%
-122.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | +2.8% | -4.6% | +7.4% | +3.4% |
| 30D | -6.9% | -5.4% | -1.4% | -6.3% |
| 3M | -31.8% | -10.9% | -21.0% | -30.8% |
| 6M | -47.0% | -17.4% | -29.6% | -46.0% |
| YTD | -2.1% | -10.2% | +8.1% | -1.8% |
| 1Y | -3.7% | -7.1% | +3.4% | -3.7% |
| 3Y | -23.0% | +97.7% | -120.8% | -34.3% |
| All | -23.0% | +99.0% | -122.1% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling