+252.2%
IAU vs AMC
-98.1%
+350.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.2% | -0.8% |
| 7D | -0.5% | +2.3% | -2.8% | -0.5% |
| 30D | +4.4% | -0.7% | +5.2% | +4.4% |
| 3M | -1.1% | +35.2% | -36.3% | -0.9% |
| 6M | -13.7% | +124.6% | -138.3% | -13.3% |
| YTD | +2.7% | +69.9% | -67.1% | +3.1% |
| 1Y | +24.6% | -2.6% | +27.2% | +24.8% |
| 3Y | +126.8% | -79.8% | +206.6% | +126.4% |
| 5Y | +139.5% | -99.4% | +238.9% | +136.5% |
| 10Y | +226.3% | -98.9% | +325.1% | +231.1% |
| All | +252.2% | -98.1% | +350.2% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling