-31.3%
AMT vs IAU
+141.6%
-172.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.9% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | +4.6% | +4.4% | +0.2% | +3.5% |
| 3M | -8.4% | -1.1% | -7.4% | -8.3% |
| 6M | -6.0% | -13.7% | +7.7% | -2.5% |
| YTD | +2.1% | +2.7% | -0.6% | -0.4% |
| 1Y | -6.4% | +24.6% | -31.0% | -15.4% |
| 3Y | +8.1% | +126.8% | -118.8% | -25.3% |
| All | -31.3% | +141.6% | -172.9% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling