-20.6%
AMT vs IAU
+123.8%
-144.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +0.4% | +4.9% | -4.5% | -0.7% |
| 30D | +3.7% | -1.4% | +5.1% | +4.0% |
| 3M | +10.7% | -4.8% | +15.5% | +11.7% |
| 6M | +9.3% | -12.5% | +21.7% | +12.6% |
| YTD | +10.9% | -4.2% | +15.1% | +9.7% |
| 1Y | +10.5% | +3.1% | +7.4% | +6.3% |
| 3Y | +15.5% | +110.0% | -94.4% | -19.5% |
| 5Y | -20.6% | +123.1% | -143.6% | -50.1% |
| All | -20.6% | +123.8% | -144.4% | -50.1% |
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