+226.8%
IAU vs ARMK
+334.6%
-107.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +1.8% |
| 7D | +4.9% | +0.9% | +4.0% | +4.9% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | -4.8% | -2.0% | -2.8% | -4.8% |
| 6M | -12.5% | +22.0% | -34.4% | -12.4% |
| YTD | -4.2% | +49.6% | -53.8% | -3.9% |
| 1Y | +3.1% | +46.4% | -43.2% | +3.4% |
| 3Y | +110.0% | +103.2% | +6.8% | +111.6% |
| 5Y | +123.1% | +108.1% | +14.9% | +125.3% |
| 10Y | +216.7% | +129.4% | +87.3% | +220.8% |
| All | +226.8% | +334.6% | -107.8% | +241.4% |
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 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