+918.0%
IREN vs AMDL
+117.8%
+800.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.7% | -6.6% | +0.6% |
| 7D | +27.5% | +19.9% | +7.5% | +18.7% |
| 30D | +13.8% | +6.3% | +7.6% | +10.5% |
| 3M | -20.7% | -9.9% | -10.8% | -21.3% |
| 6M | +27.9% | +394.3% | -366.4% | -37.6% |
| YTD | +24.3% | +257.3% | -233.0% | -32.7% |
| 1Y | +79.2% | +508.5% | -429.4% | -22.2% |
| All | +918.0% | +117.8% | +800.2% | +391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling