+494.9%
ABBV vs FTAI
+2,588.5%
-2,093.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | +3.9% | -8.2% | -4.6% |
| 30D | +1.1% | -8.8% | +10.0% | +1.7% |
| 3M | +12.3% | -14.5% | +26.8% | +13.0% |
| 6M | +9.8% | -24.0% | +33.8% | +10.9% |
| YTD | +11.5% | +0.5% | +11.0% | +9.8% |
| 1Y | +22.3% | +19.1% | +3.2% | +18.4% |
| 3Y | +85.2% | +460.7% | -375.6% | +47.0% |
| 5Y | +170.8% | +947.3% | -776.5% | +95.8% |
| 10Y | +485.4% | +3,244.4% | -2,759.0% | +255.5% |
| All | +494.9% | +2,588.5% | -2,093.6% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling