+331.1%
AMD vs IAU
+127.9%
+203.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -0.9% | +4.4% | -5.4% | -3.2% |
| 3M | -8.7% | -1.1% | -7.7% | -8.5% |
| 6M | +136.3% | -13.7% | +150.1% | +147.8% |
| YTD | +123.0% | +2.7% | +120.3% | +122.7% |
| 1Y | +195.2% | +24.6% | +170.5% | +182.5% |
| All | +331.1% | +127.9% | +203.2% | +280.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling