-22.1%
AMAT vs IAU
-10.6%
-11.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -14.1% |
| 7D | -24.3% | +1.9% | -26.2% | -25.1% |
| 30D | -39.8% | -1.7% | -38.0% | -38.8% |
| 3M | -40.2% | -3.6% | -36.6% | -38.9% |
| 6M | -22.1% | -10.1% | -12.0% | -12.0% |
| All | -22.1% | -10.6% | -11.6% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling