+504.9%
ABBV vs FTAI
+3,098.4%
-2,593.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.6% |
| 7D | +0.3% | -5.2% | +5.5% | +0.6% |
| 30D | +3.4% | -17.9% | +21.3% | +4.7% |
| 3M | +15.2% | -22.7% | +37.9% | +16.8% |
| 6M | +14.7% | -28.0% | +42.7% | +16.3% |
| YTD | +15.2% | -5.0% | +20.1% | +14.0% |
| 1Y | +20.4% | +10.4% | +10.0% | +17.3% |
| 3Y | +91.3% | +425.2% | -333.9% | +52.3% |
| 5Y | +189.6% | +890.3% | -700.8% | +109.2% |
| All | +504.9% | +3,098.4% | -2,593.5% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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