+123.2%
IAU vs APTV
-55.3%
+178.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -1.8% |
| 7D | -3.4% | -1.8% | -1.6% | -3.3% |
| 30D | -1.1% | -7.9% | +6.8% | -0.8% |
| 3M | +5.8% | -29.9% | +35.8% | +7.3% |
| 6M | -16.9% | -36.6% | +19.6% | -15.7% |
| YTD | +0.1% | -40.0% | +40.1% | +1.8% |
| 1Y | +18.4% | -44.0% | +62.4% | +20.4% |
| All | +123.2% | -55.3% | +178.5% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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