+95.0%
AMT vs IAU
+216.4%
-121.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.3% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | +1.8% | +0.3% | +1.5% | +1.7% |
| 3M | -6.2% | +0.7% | -6.9% | -6.6% |
| 6M | -5.0% | -15.5% | +10.5% | -1.0% |
| YTD | +2.1% | +1.0% | +1.1% | +0.2% |
| 1Y | -5.7% | +19.6% | -25.3% | -12.7% |
| 3Y | +7.9% | +125.4% | -117.5% | -20.1% |
| 5Y | -32.3% | +140.7% | -173.1% | -51.4% |
| 10Y | +95.0% | +218.1% | -123.1% | +35.0% |
| All | +95.0% | +216.4% | -121.4% | +35.0% |
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 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