-11.5%
IREN vs AMT
-14.3%
+2.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.7% | +22.7% | +20.3% |
| 7D | -9.6% | +0.5% | -10.2% | -9.8% |
| 30D | -44.1% | +13.6% | -57.7% | -45.5% |
| 3M | -42.9% | +11.5% | -54.4% | -44.2% |
| 6M | -64.5% | +6.9% | -71.4% | -65.4% |
| YTD | -42.7% | +10.8% | -53.5% | -44.9% |
| 1Y | -67.7% | +10.3% | -78.0% | -68.9% |
| 3Y | +547.9% | +12.4% | +535.5% | +447.7% |
| All | -11.5% | -14.3% | +2.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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