+800.7%
IAU vs AMP
+2,108.3%
-1,307.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +0.7% | +2.6% | -1.8% | +0.7% |
| 30D | +0.3% | +0.8% | -0.5% | +0.3% |
| 3M | +0.7% | +24.3% | -23.6% | +0.7% |
| 6M | -15.5% | +20.6% | -36.1% | -15.5% |
| YTD | +1.0% | +14.6% | -13.7% | +0.9% |
| 1Y | +19.6% | +14.5% | +5.0% | +19.5% |
| 3Y | +125.4% | +67.9% | +57.5% | +125.0% |
| 5Y | +140.7% | +122.5% | +18.2% | +140.0% |
| 10Y | +218.1% | +573.3% | -355.2% | +215.2% |
| All | +800.7% | +2,108.3% | -1,307.6% | +706.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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