+168.7%
ABT vs FTAI
+2,432.1%
-2,263.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +0.2% |
| 7D | -4.7% | -0.2% | -4.5% | -4.8% |
| 30D | -3.1% | -13.6% | +10.5% | -2.2% |
| 3M | +16.1% | -20.6% | +36.7% | +17.6% |
| 6M | -5.3% | -32.6% | +27.3% | -3.4% |
| YTD | -14.4% | -5.4% | -9.1% | -15.3% |
| 1Y | -18.4% | +12.9% | -31.3% | -20.8% |
| 3Y | +11.2% | +428.1% | -416.9% | -12.4% |
| 5Y | -9.4% | +863.0% | -872.4% | -34.8% |
| 10Y | +209.7% | +3,092.6% | -2,882.8% | +98.2% |
| All | +168.7% | +2,432.1% | -2,263.4% | +75.9% |
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