+210.3%
IAU vs ATI
+1,002.4%
-792.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.8% |
| 7D | -5.5% | +13.0% | -18.4% | -5.7% |
| 30D | -7.0% | +0.2% | -7.2% | -7.0% |
| 3M | -12.3% | -17.5% | +5.2% | -12.0% |
| 6M | -17.9% | +18.1% | -36.1% | -18.2% |
| YTD | -10.3% | +65.7% | -76.0% | -10.8% |
| 1Y | -7.9% | +91.9% | -99.8% | -8.5% |
| 3Y | +98.7% | +335.2% | -236.6% | +96.3% |
| 5Y | +105.0% | +1,004.3% | -899.3% | +102.1% |
| All | +210.3% | +1,002.4% | -792.1% | +210.0% |
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