+17.2%
ARM vs IAU
-1.6%
+18.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -0.8% |
| 7D | -10.4% | +2.8% | -13.2% | -12.2% |
| 30D | -31.8% | -4.0% | -27.9% | -29.8% |
| 3M | -32.2% | -8.2% | -24.0% | -28.2% |
| 6M | -14.9% | -14.8% | -0.1% | -7.4% |
| YTD | +66.0% | -6.7% | +72.7% | +75.8% |
| 1Y | +17.2% | -2.2% | +19.4% | +20.0% |
| All | +17.2% | -1.6% | +18.8% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 1y: compounded portfolio wealth divided by compounded IAU 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…
1y analysis · Full analysis span regression · 6 months rolling