+66.0%
AMAT vs IAU
-6.5%
+72.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.1% |
| 7D | +19.3% | -5.5% | +24.8% | +22.8% |
| 30D | -17.9% | -7.0% | -11.0% | -14.7% |
| 3M | -30.4% | -12.3% | -18.1% | -25.6% |
| 6M | -11.4% | -17.9% | +6.5% | -2.5% |
| YTD | +48.8% | -10.3% | +59.1% | +68.4% |
| 1Y | +66.0% | -7.9% | +73.9% | +88.6% |
| All | +66.0% | -6.5% | +72.5% | +88.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling