+1,162.1%
AMAT vs IAU
+208.2%
+953.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | -14.7% | +4.7% | -19.5% | -16.1% |
| 30D | -36.1% | -0.9% | -35.2% | -35.9% |
| 3M | -36.9% | -4.4% | -32.5% | -36.0% |
| 6M | -22.2% | -13.5% | -8.7% | -18.7% |
| YTD | +29.9% | -5.9% | +35.8% | +33.1% |
| 1Y | +43.3% | +1.9% | +41.4% | +43.8% |
| 3Y | +142.7% | +104.1% | +38.6% | +103.0% |
| 5Y | +126.2% | +121.0% | +5.2% | +82.6% |
| All | +1,162.1% | +208.2% | +953.9% | +1,020.6% |
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