+1,362.0%
AMAT vs IAU
+210.5%
+1,151.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.7% |
| 7D | +19.3% | -5.5% | +24.8% | +21.6% |
| 30D | -17.9% | -7.0% | -11.0% | -16.0% |
| 3M | -30.4% | -12.3% | -18.1% | -27.4% |
| 6M | -11.4% | -17.9% | +6.5% | -5.9% |
| YTD | +48.8% | -10.3% | +59.1% | +54.9% |
| 1Y | +66.0% | -7.9% | +73.9% | +71.6% |
| 3Y | +158.8% | +98.7% | +60.2% | +118.8% |
| 5Y | +153.2% | +105.0% | +48.1% | +108.5% |
| All | +1,362.0% | +210.5% | +1,151.5% | +1,220.1% |
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