+110.0%
IAU vs AMC
-58.4%
+168.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.4% | +1.8% |
| 7D | +4.9% | +6.6% | -1.7% | +4.9% |
| 30D | -1.4% | +14.1% | -15.5% | -1.4% |
| 3M | -4.8% | +31.3% | -36.0% | -4.8% |
| 6M | -12.5% | +126.7% | -139.1% | -12.2% |
| YTD | -4.2% | +117.9% | -122.1% | -3.8% |
| 1Y | +3.1% | +41.1% | -38.0% | +3.2% |
| 3Y | +110.0% | -61.0% | +171.0% | +108.8% |
| All | +110.0% | -58.4% | +168.4% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling