+118.3%
IAU vs AMBA
+831.3%
-713.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.2% |
| 7D | -2.0% | +2.6% | -4.5% | -2.0% |
| 30D | -4.4% | -3.6% | -0.8% | -4.4% |
| 3M | -8.9% | -24.6% | +15.7% | -8.5% |
| 6M | -15.9% | -21.6% | +5.7% | -15.9% |
| YTD | -7.8% | -11.8% | +4.0% | -7.9% |
| 1Y | -3.8% | -33.2% | +29.4% | -3.6% |
| 3Y | +104.3% | +24.5% | +79.9% | +102.9% |
| 5Y | +111.2% | -67.7% | +178.9% | +110.3% |
| 10Y | +216.4% | +4.7% | +211.7% | +212.5% |
| All | +118.3% | +831.3% | -713.0% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling