+221.7%
IAU vs AMBA
-9.0%
+230.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | -0.5% | -11.0% | +10.4% | -0.3% |
| 30D | +4.4% | -23.2% | +27.6% | +4.9% |
| 3M | -1.1% | -12.7% | +11.7% | -1.0% |
| 6M | -13.7% | +11.2% | -24.9% | -14.1% |
| YTD | +2.7% | -11.2% | +14.0% | +2.6% |
| 1Y | +24.6% | -22.5% | +47.2% | +24.6% |
| 3Y | +126.8% | -1.3% | +128.2% | +125.3% |
| 5Y | +139.5% | -54.2% | +193.7% | +137.2% |
| All | +221.7% | -9.0% | +230.7% | +218.1% |
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