+250.4%
IAU vs ARMK
+350.8%
-100.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | +6.7% | -7.7% | -1.0% |
| 6M | -13.7% | +38.8% | -52.5% | -13.5% |
| YTD | +2.7% | +55.2% | -52.4% | +3.1% |
| 1Y | +24.6% | +46.6% | -22.0% | +25.0% |
| 3Y | +126.8% | +112.9% | +14.0% | +128.7% |
| 5Y | +139.5% | +144.0% | -4.5% | +142.8% |
| 10Y | +226.3% | +132.4% | +93.8% | +229.6% |
| All | +250.4% | +350.8% | -100.5% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling