+1,370.8%
AMAT vs IAU
+208.6%
+1,162.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.4% |
| 7D | -2.5% | +2.8% | -5.3% | -3.4% |
| 30D | -26.5% | -4.0% | -22.6% | -25.5% |
| 3M | -28.6% | -8.2% | -20.4% | -26.6% |
| 6M | -14.2% | -14.8% | +0.5% | -10.0% |
| YTD | +45.5% | -6.7% | +52.2% | +49.5% |
| 1Y | +59.3% | -2.2% | +61.6% | +61.7% |
| 3Y | +153.1% | +106.7% | +46.4% | +111.9% |
| 5Y | +158.2% | +114.8% | +43.3% | +110.4% |
| 10Y | +1,370.8% | +213.0% | +1,157.8% | +1,223.4% |
| All | +1,370.8% | +208.6% | +1,162.2% | +1,223.4% |
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