+1,315.3%
AMAT vs IAU
+209.6%
+1,105.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.8% | +9.5% | +10.8% |
| 7D | -1.1% | +4.9% | -6.0% | -2.7% |
| 30D | -26.9% | -1.4% | -25.5% | -26.6% |
| 3M | -31.2% | -4.8% | -26.4% | -30.1% |
| 6M | -14.7% | -12.5% | -2.2% | -11.2% |
| YTD | +44.7% | -4.2% | +48.9% | +47.4% |
| 1Y | +62.0% | +3.1% | +58.8% | +61.9% |
| 3Y | +165.0% | +110.0% | +55.0% | +119.9% |
| 5Y | +147.1% | +123.1% | +24.0% | +98.7% |
| 10Y | +1,315.3% | +216.7% | +1,098.6% | +1,164.3% |
| All | +1,315.3% | +209.6% | +1,105.6% | +1,164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling