+148.9%
IAU vs APTV
+194.6%
-45.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | -0.5% | +4.8% | -5.3% | -0.6% |
| 30D | +4.4% | +2.0% | +2.4% | +4.4% |
| 3M | -1.1% | -34.2% | +33.2% | -0.6% |
| 6M | -13.7% | -34.7% | +20.9% | -13.3% |
| YTD | +2.7% | -37.0% | +39.7% | +3.2% |
| 1Y | +24.6% | -40.4% | +65.0% | +25.2% |
| 3Y | +126.8% | -54.1% | +181.0% | +128.1% |
| 5Y | +139.5% | -68.0% | +207.5% | +140.3% |
| 10Y | +226.3% | -15.5% | +241.8% | +228.6% |
| All | +148.9% | +194.6% | -45.6% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling