+195.5%
AMGN vs FTAI
+3,098.4%
-2,902.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.7% | -1.6% |
| 7D | -13.7% | -5.2% | -8.5% | -13.4% |
| 30D | -8.8% | -17.9% | +9.1% | -7.7% |
| 3M | +7.2% | -22.7% | +29.9% | +8.7% |
| 6M | +1.3% | -28.0% | +29.3% | +2.7% |
| YTD | +17.6% | -5.0% | +22.6% | +16.8% |
| 1Y | +37.2% | +10.4% | +26.8% | +34.4% |
| 3Y | +57.7% | +425.2% | -367.5% | +32.4% |
| 5Y | +106.3% | +890.3% | -784.1% | +62.8% |
| All | +195.5% | +3,098.4% | -2,902.9% | +125.8% |
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