+20.9%
IAU vs ARMK
+48.9%
-28.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +0.2% | +0.3% | -0.2% | +0.1% |
| 30D | +0.2% | +2.4% | -2.1% | 0.0% |
| 3M | +3.3% | +6.1% | -2.8% | +2.8% |
| 6M | -14.6% | +41.8% | -56.3% | -16.7% |
| YTD | +1.9% | +55.5% | -53.7% | +0.7% |
| 1Y | +20.9% | +49.6% | -28.7% | +18.4% |
| All | +20.9% | +48.9% | -28.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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