+294.1%
IREN vs AMDL
+102.5%
+191.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -17.6% | +10.8% | +0.1% |
| 7D | -16.0% | +37.2% | -53.2% | -28.3% |
| 30D | -40.5% | -24.0% | -16.5% | -37.5% |
| 3M | -59.4% | -1.0% | -58.4% | -62.2% |
| 6M | -67.1% | -3.2% | -63.9% | -70.6% |
| YTD | -51.9% | +232.2% | -284.1% | -75.0% |
| 1Y | -62.7% | +137.7% | -200.4% | -78.3% |
| All | +294.1% | +102.5% | +191.6% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling