+167.6%
AMAT vs IAU
+111.4%
+56.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.5% |
| 7D | +7.0% | -2.0% | +8.9% | +7.7% |
| 30D | -20.6% | -4.4% | -16.2% | -19.1% |
| 3M | -24.8% | -8.9% | -15.9% | -22.0% |
| 6M | -10.7% | -15.9% | +5.2% | -4.9% |
| YTD | +54.3% | -7.8% | +62.0% | +60.2% |
| 1Y | +73.7% | -3.8% | +77.5% | +77.8% |
| 3Y | +168.4% | +104.3% | +64.1% | +109.7% |
| 5Y | +167.6% | +111.2% | +56.4% | +99.5% |
| All | +167.6% | +111.4% | +56.1% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling