+19.6%
IAU vs AMC
-6.9%
+26.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | +0.7% | +42.2% | -41.5% | +0.4% |
| 6M | -15.5% | +118.8% | -134.3% | -14.7% |
| YTD | +1.0% | +64.1% | -63.1% | +1.0% |
| 1Y | +19.6% | -9.5% | +29.1% | +15.2% |
| All | +19.6% | -6.9% | +26.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling