+7,765.4%
AMD vs IAU
+210.9%
+7,554.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.8% |
| 7D | +18.9% | -4.6% | +23.5% | +21.3% |
| 30D | -6.4% | -5.4% | -1.0% | -4.2% |
| 3M | +10.6% | -10.9% | +21.5% | +16.0% |
| 6M | +19.9% | -17.4% | +37.2% | +29.8% |
| YTD | +149.4% | -10.2% | +159.6% | +162.0% |
| 1Y | +115.4% | -7.1% | +122.4% | +123.4% |
| 3Y | +357.3% | +97.7% | +259.6% | +262.8% |
| 5Y | +261.1% | +105.3% | +155.8% | +177.0% |
| All | +7,765.4% | +210.9% | +7,554.5% | +6,905.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling