+3,827.4%
AMAT vs IAU
+875.8%
+2,951.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -14.8% | +4.4% | -19.2% | -15.3% |
| 3M | -9.3% | -1.1% | -8.2% | -9.2% |
| 6M | +27.4% | -13.7% | +41.1% | +29.5% |
| YTD | +77.6% | +2.7% | +74.8% | +77.5% |
| 1Y | +188.9% | +24.6% | +164.3% | +183.8% |
| 3Y | +202.3% | +126.8% | +75.4% | +181.7% |
| 5Y | +248.9% | +139.5% | +109.4% | +222.8% |
| 10Y | +1,585.2% | +226.3% | +1,359.0% | +1,447.8% |
| All | +3,827.4% | +875.8% | +2,951.6% | +3,413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling