+219.7%
IAU vs ATI
+1,154.1%
-934.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -2.0% | -5.6% | +3.6% | -1.9% |
| 30D | -1.5% | -13.7% | +12.2% | -1.3% |
| 3M | +3.3% | -0.4% | +3.6% | +3.2% |
| 6M | -16.2% | +26.2% | -42.5% | -16.6% |
| YTD | +0.7% | +73.2% | -72.5% | +0.1% |
| 1Y | +19.2% | +161.6% | -142.4% | +18.3% |
| 3Y | +124.4% | +346.2% | -221.8% | +121.8% |
| 5Y | +140.0% | +1,047.6% | -907.6% | +136.7% |
| All | +219.7% | +1,154.1% | -934.4% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling