+235.1%
AMGN vs FTAI
+2,432.1%
-2,197.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | -0.1% |
| 7D | -11.6% | -0.2% | -11.5% | -11.7% |
| 30D | -5.7% | -13.6% | +8.0% | -4.8% |
| 3M | +14.2% | -20.6% | +34.8% | +15.6% |
| 6M | +5.2% | -32.6% | +37.8% | +7.2% |
| YTD | +22.0% | -5.4% | +27.4% | +21.1% |
| 1Y | +43.6% | +12.9% | +30.8% | +40.4% |
| 3Y | +65.0% | +428.1% | -363.1% | +37.8% |
| 5Y | +112.0% | +863.0% | -751.0% | +66.7% |
| 10Y | +216.6% | +3,092.6% | -2,876.0% | +129.5% |
| All | +235.1% | +2,432.1% | -2,197.1% | +144.1% |
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