+172.8%
IAU vs AMCR
+96.6%
+76.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | +0.7% | -1.8% | +2.6% | +0.9% |
| 30D | +0.3% | -6.0% | +6.4% | +0.8% |
| 3M | +0.7% | +18.9% | -18.2% | -0.6% |
| 6M | -15.5% | +5.7% | -21.2% | -16.0% |
| YTD | +1.0% | +11.1% | -10.1% | 0.0% |
| 1Y | +19.6% | +12.7% | +6.8% | +18.4% |
| 3Y | +125.4% | +9.6% | +115.9% | +122.9% |
| 5Y | +140.7% | -10.3% | +151.1% | +139.9% |
| 10Y | +218.1% | +16.5% | +201.7% | +210.9% |
| All | +172.8% | +96.6% | +76.2% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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