+79.2%
IREN vs AMDL
+505.2%
-426.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.7% | -6.6% | +0.1% |
| 7D | +27.5% | +19.9% | +7.5% | +17.9% |
| 30D | +13.8% | +6.3% | +7.6% | +10.1% |
| 3M | -20.7% | -9.9% | -10.8% | -22.0% |
| 6M | +27.9% | +394.3% | -366.4% | -44.3% |
| YTD | +24.3% | +257.3% | -233.0% | -38.8% |
| 1Y | +79.2% | +508.5% | -429.4% | -22.4% |
| All | +79.2% | +505.2% | -426.0% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling