+100.6%
IAU vs AMDL
+117.8%
-17.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -2.2% |
| 7D | +0.7% | +19.9% | -19.2% | 0.0% |
| 30D | +0.3% | +6.3% | -5.9% | 0.0% |
| 3M | +0.7% | -9.9% | +10.6% | +0.1% |
| 6M | -15.5% | +394.3% | -409.8% | -21.0% |
| YTD | +1.0% | +257.3% | -256.3% | -5.1% |
| 1Y | +19.6% | +508.5% | -489.0% | +11.0% |
| All | +100.6% | +117.8% | -17.2% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 5y: compounded portfolio wealth divided by compounded AMDL 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…
5y analysis · Full analysis span regression · 6 months rolling