+2,657.4%
AMAT vs IAU
+801.0%
+1,856.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -13.7% |
| 7D | -24.3% | +1.9% | -26.2% | -24.5% |
| 30D | -39.8% | -1.7% | -38.0% | -39.6% |
| 3M | -40.2% | -3.6% | -36.6% | -39.9% |
| 6M | -22.1% | -10.1% | -12.0% | -21.0% |
| YTD | +24.7% | -5.1% | +29.8% | +26.0% |
| 1Y | +33.3% | +2.6% | +30.7% | +33.7% |
| 3Y | +133.9% | +104.1% | +29.8% | +120.8% |
| 5Y | +117.1% | +122.8% | -5.7% | +102.9% |
| 10Y | +1,158.7% | +206.5% | +952.1% | +1,067.9% |
| All | +2,657.4% | +801.0% | +1,856.4% | +2,393.6% |
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 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