+753.6%
IAU vs ATI
+898.0%
-144.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.3% |
| 7D | -4.6% | +4.2% | -8.7% | -4.7% |
| 30D | -5.4% | -2.5% | -2.9% | -5.4% |
| 3M | -10.9% | -19.4% | +8.5% | -10.3% |
| 6M | -17.4% | +11.1% | -28.4% | -17.8% |
| YTD | -10.2% | +59.5% | -69.8% | -11.7% |
| 1Y | -7.1% | +85.8% | -92.8% | -9.0% |
| 3Y | +97.7% | +311.9% | -214.2% | +87.6% |
| 5Y | +105.3% | +963.2% | -857.9% | +87.9% |
| 10Y | +208.0% | +977.6% | -769.6% | +174.5% |
| All | +753.6% | +898.0% | -144.4% | +648.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling