+216.7%
IAU vs AMBA
+12.8%
+203.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.4% | +1.7% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | -1.4% | -8.6% | +7.2% | -1.2% |
| 3M | -4.8% | -29.0% | +24.2% | -4.2% |
| 6M | -12.5% | -19.2% | +6.7% | -12.4% |
| YTD | -4.2% | -13.0% | +8.8% | -4.3% |
| 1Y | +3.1% | -31.3% | +34.4% | +3.2% |
| 3Y | +110.0% | +28.1% | +81.8% | +108.1% |
| 5Y | +123.1% | -69.4% | +192.5% | +121.5% |
| 10Y | +216.7% | +7.6% | +209.1% | +212.6% |
| All | +216.7% | +12.8% | +203.9% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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