+261.2%
ARM vs IAU
+110.6%
+150.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.9% | +5.8% |
| 7D | -5.3% | +4.9% | -10.2% | -7.8% |
| 30D | -30.0% | -1.4% | -28.7% | -29.4% |
| 3M | -34.1% | -4.8% | -29.3% | -32.4% |
| 6M | -12.6% | -12.5% | -0.2% | -7.7% |
| YTD | +70.4% | -4.2% | +74.6% | +74.1% |
| 1Y | +22.3% | +3.1% | +19.1% | +22.0% |
| 3Y | +261.2% | +110.0% | +151.2% | +173.3% |
| All | +261.2% | +110.6% | +150.6% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling