+140.7%
IAU vs ARMK
+148.1%
-7.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | +0.7% | +1.7% | -1.0% | +0.7% |
| 30D | +0.3% | +3.1% | -2.8% | +0.1% |
| 3M | +0.7% | +9.2% | -8.5% | +0.2% |
| 6M | -15.5% | +43.7% | -59.2% | -17.1% |
| YTD | +1.0% | +57.4% | -56.4% | -1.3% |
| 1Y | +19.6% | +51.9% | -32.3% | +17.0% |
| 3Y | +125.4% | +125.4% | 0.0% | +116.6% |
| 5Y | +140.7% | +149.1% | -8.3% | +132.5% |
| All | +140.7% | +148.1% | -7.4% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling