+876.7%
IAU vs ATI
+1,048.3%
-171.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.9% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +4.4% | +2.7% | +1.7% | +4.3% |
| 3M | -1.1% | +16.3% | -17.4% | -1.6% |
| 6M | -13.7% | +30.2% | -43.9% | -14.6% |
| YTD | +2.7% | +83.6% | -80.8% | +0.6% |
| 1Y | +24.6% | +173.0% | -148.4% | +20.5% |
| 3Y | +126.8% | +356.6% | -229.8% | +114.5% |
| 5Y | +139.5% | +1,074.2% | -934.7% | +118.5% |
| 10Y | +226.3% | +1,136.2% | -910.0% | +189.0% |
| All | +876.7% | +1,048.3% | -171.6% | +752.5% |
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